Forecasting High-Frequency Risk Measures-Reference-Cited by-同舟云学术

Forecasting High-Frequency Risk Measures

Published:2015-11-25 Issue:3 Volume:35 Page:224-249
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Banulescu Denisa¹,Colletaz Gilbert¹,Hurlin Christophe¹,Tokpavi Sessi²

Affiliation:

1. Université d'Orléans; DEG, Rue deBlois Orléans, Cedex 2 BP 26739, 45067 France

2. EconomiX, Université Paris Ouest NanterreLa Défense; 200 avenue de la République Nanterre Cedex 92000 France

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference52 articles.

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5. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment

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