✦ LIBER ✦

Volatility forecasting using high frequency data: Evidence from stock markets

✍ Scribed by Çelik, Sibel; Ergin, Hüseyin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MIDAS volatility forecast performance un

✍ C. Emre Alper; Salih Fendoglu; Burak Saltoglu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 443 KB

Volatility forecasting from multiscale a

✍ Valeriy V. Gavrishchaka; Supriya B. Ganguli 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 359 KB

PERSISTENCE IN UK STOCK MARKET RETURNS:

✍ Ronald Mac Donald; David Power 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 497 KB

Realized volatility forecasting: empiric

✍ Xiao, Linlan 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 168 KB

Trade versus time series based volatilit

✍ Alfred Lehar; Martin Scheicher; Günter. Strobl 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 123 KB

Forecasting exchange rate volatility usi

✍ Georgios Chortareas; Ying Jiang; John. C. Nankervis 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 531 KB