Intraday realised volatility forecasting and announcements
Dimitrios I. Vortelinos, Konstantinos Gkillas
| Year of publication: |
2018
|
|---|---|
| Authors: | Vortelinos, Dimitrios I. ; Gillas, Konstantinos Gkillas |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 9.2018, 1, p. 88-118
|
| Subject: | forecasting | macro-economic announcements | nonlinearity | combining | mini-futures markets | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011955197