High‐frequency data and stock–bond investing-Reference-Cited by-同舟云学术

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High‐frequency data and stock–bond investing

Published:2022-07-08 Issue:8 Volume:41 Page:1623-1638
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Lai Yu‐Sheng¹^ORCID

Affiliation:

1. Department of Banking and Finance National Chi Nan University Nantou County Taiwan

Funder

Ministry of Science and Technology, Taiwan

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2887

Reference31 articles.

1. The Distribution of Realized Exchange Rate Volatility

2. Modeling and Forecasting Realized Volatility

3. Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

4. The Determinants of Stock and Bond Return Comovements

5. Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

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