Working paper · 2012

Volatility forecasts based on data sampled at different frequencies

Będowska-Sójka, B.

Advanced Risk & Portfolio Management Paper (SSRN)

DOI: 10.2139/ssrn.2274710

Full text: see the publisher version via DOI.

Preprint: https://doi.org/10.2139/ssrn.2274710

Research topics: Volatility, high-frequency data and macroeconomic news

Cite

@techreport{wp2012_volforecasts,
  title = {Volatility forecasts based on data sampled at different frequencies},
  author = {Będowska-Sójka, B.},
  year = {2012},
  institution = {Advanced Risk & Portfolio Management Paper (SSRN)},
  doi = {10.2139/ssrn.2274710}
}