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Research

Results for volatility forecasting

Publications & Outputs

  1. The impact of intraday periodicity and news announcements on high-frequency stock volatility

    Guan, Y., 2021, Lancaster University. 267 p.

    Research output: Thesis › Doctoral Thesis

  2. The economic value of volatility timing with realized jumps

    Nolte, I. & Xu, Q., 12/2015, In: Journal of Empirical Finance. 34, p. 45-59 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review