Results for HAR

Publications & Outputs

1. The Impact of the Russian-Ukrainian War on Global Financial Markets

   Izzeldin, M., Muradoglu, G., Pappas, V., Petropoulou, A. & Sivaprasad, S., 31/05/2023, In: International Review of Financial Analysis. 87, 13 p., 102598.

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

2. 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/Magazine › Journal article › peer-review