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Results for High-frequency data
Publications & Outputs
Forecasting Realised Volatility Using ARFIMA and HAR Models
Izzeldin, M.
, Hassan, M. K.,
Pappas, V.
&
Tsionas, M.
,
1/10/2019
,
In:
Quantitative Finance.
19
,
10
,
p. 1627-1638
12 p.
Research output
:
Contribution to journal
›
Journal article
›
peer-review
Least Squares inference on integrated volatility and the relationship between efficient Prices and noise
Nolte, I.
& Voev, V.,
2012
,
In:
Journal of Business and Economic Statistics.
30
,
1
,
p. 94-108
15 p.
Research output
:
Contribution to journal
›
Journal article
›
peer-review