Realized Volatility Forecasting: Empirical Evidence from Stock Market Indices and Exchange Rates

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	57-69
Journal	Applied Financial Economics
Volume	23
State	Published - 2013

Cite this

@article{49b1fae720834734a74abb5502749b86,

title = "Realized Volatility Forecasting: Empirical Evidence from Stock Market Indices and Exchange Rates",

author = "Xiao, {Lin Lan}",

year = "2013",

language = "English",

volume = "23",

pages = "57--69",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Applied Financial Economics",

}