Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different?-Reference-Cited by-同舟云学术

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Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different?

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chortareas Georgios E.,Nankervis John,Jiang Ying

Publisher

Elsevier BV

Reference43 articles.

1. Intraday periodicity and volatility persistence in financial markets;T G Andersen;Journal of Empirical Finance,1997

2. Answering the skeptics: yes, standard volatility models do provide cccurate forecasts;T G Andersen;International Economic Review,1998

3. Exchange rate returns standardized by realized volatility are (nearly) Gaussian;T G Andersen;Multinational Finance Journal,2000

4. The distribution of realized stock return volatility;T G Andersen;Journal of Financial Economics,2001

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modeling intraday volatility: A new consideration;Journal of International Financial Markets, Institutions and Money;2011-07

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