A multiple indicators model for volatility using intra-daily data (Q292000)
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scientific article; zbMATH DE number 6591959
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| English | A multiple indicators model for volatility using intra-daily data |
scientific article; zbMATH DE number 6591959 |
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A multiple indicators model for volatility using intra-daily data (English)
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10 June 2016
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volatility modeling
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volatility forecasting
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GARCH
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VIX
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high-low range
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realized volatility
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0.89712715
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0.88310635
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0.8744507
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0.8695116
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0.8658683
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0.8620789
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0.86124295
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