Does information help intra-day volatility forecasts? (Q4687300)
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scientific article; zbMATH DE number 6951815
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| English | Does information help intra-day volatility forecasts? |
scientific article; zbMATH DE number 6951815 |
Statements
Does Information Help Intra‐Day Volatility Forecasts? (English)
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11 October 2018
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intra-day volatility
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GARCH-type models
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stock return volatility
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0.7975955605506897
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0.7788774371147156
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0.7673972249031067
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0.762830913066864
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0.757152259349823
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