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

Original language	English
State	Published - May 30 2014
Event	Canadian Economics Association Annual Meeting - Vancouver, Canada Duration: May 30 2014 → May 30 2014

Conference	Canadian Economics Association Annual Meeting
Period	05/30/14 → 05/30/14

Cite this

@conference{eefc0bbae9c441b8af59d63e2c446874,

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 = "2014",

month = may,

day = "30",

language = "English",

note = "null ; Conference date: 30-05-2014 Through 30-05-2014",

}