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 conferencePosterpeer-review

Original languageEnglish
StatePublished - Jun 25 2016
EventEconometric Society 2016 China Meeting - Chengdu
Duration: Jun 25 2016Jun 25 2016

Conference

ConferenceEconometric Society 2016 China Meeting
Period06/25/1606/25/16

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