Volatility forecasting using high frequency data : evidence from stock markets
Sibel Çelik; Hüseyin Ergin
| Year of publication: |
2014
|
|---|---|
| Authors: | Çelik, Sibel ; Ergin, Hüseyin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 176-190
|
| Subject: | Volatility | Realized volatility | High frequency data | Price jumps | Volatilität | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market |
| 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/10010412371