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 conference › Poster › peer-review

Original language	English
State	Published - Jun 25 2016
Event	Econometric Society 2016 China Meeting - Chengdu Duration: Jun 25 2016 → Jun 25 2016

Conference	Econometric Society 2016 China Meeting
Period	06/25/16 → 06/25/16

Cite this

@conference{4becf13e2ac54bbd9957ce543696cc07,

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 = "2016",

month = jun,

day = "25",

language = "English",

note = "null ; Conference date: 25-06-2016 Through 25-06-2016",

}