Forecasting daily volatility with intraday data

European Journal of Finance

Volumn 14, Issue 6, 2008, Pages 523-540

  Frijns, Bart ^a   Margaritis, Dimitris ^a  

^a AUCKLAND UNIVERSITY OF TECHNOLOGY   (New Zealand)

Author keywords

Intraday return volatility; Quadratic variation; Realized volatility; Volatility forecasting

Indexed keywords

EID: 50849089352     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802187644     Document Type: Article

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