Results for High-frequency data

Publications & Outputs

1. 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

2. 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