Volatility forecasting: combinations of realized volatility measures and forecasting models

Sergey Alexandrovich Shishlenin, Lin Lan Xiao, Victoria Makushina, Vigdis Wangchao Boasson

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

Cite this

@article{4e7d9fdd22c047b18781ffea6385f3f6,

title = "Volatility forecasting: combinations of realized volatility measures and forecasting models",

author = "Shishlenin, {Sergey Alexandrovich} and Xiao, {Lin Lan} and Victoria Makushina and Boasson, {Vigdis Wangchao}",

year = "2018",

month = mar,

day = "16",

language = "English",

journal = "Applied Economics",

issn = "0003-6846",

publisher = "Applied Economics",

}

TY - JOUR

T1 - Volatility forecasting: combinations of realized volatility measures and forecasting models

AU - Shishlenin, Sergey Alexandrovich

AU - Xiao, Lin Lan

AU - Makushina, Victoria

AU - Boasson, Vigdis Wangchao

PY - 2018/3/16

Y1 - 2018/3/16

UR - https://dx.doi.org/10.1080/00036846.2017.1363863

M3 - Article

SN - 0003-6846

JO - Applied Economics

JF - Applied Economics

ER -