header_ads_text

Translating overnight and intraday returns to improve daily volatility forecast accuracy

Lost in translation: Accuracy versus profitability of intraday, overnight and volume information for volatility-based trading

Author: Ana-Maria Fuertes, Elena Kalotychou, Natasha Todorovic

Source: Hedge Funds Review | 04 Jul 2010

Categories: Technology

Topics: Technology, Clearing, Settlement, Non-directional, Directional trading, Volatility, Statistics

talking-bird

Start a FREE trial or subscribe to continue reading:

Sign Up

Sign Up

Updating your subscription status Loading

Newsletters

Sign up for Hedge Funds Review email alerts

Register for the twice a week email newsletter, receiving news directly into your in-box