Forecasting the volatility of theAustralian dollar using high‐frequency data:Does estimator accuracy improve forecast evaluation?-Reference-Cited by-同舟云学术

Forecasting the volatility of theAustralian dollar using high‐frequency data:Does estimator accuracy improve forecast evaluation?

Published:2019-04-03 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Bailey George¹,Steeley James M.¹^ORCID

Affiliation:

1. School of ManagementKeele University Keele ST5 5BG UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1723

Reference100 articles.

1. Modelling exchange rate volatility using GARCH models: Empirical evidence from Arab countries;Abdalla S. Z. S.;International Journal of Economics and Finance,2012

2. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

3. The Distribution of Realized Exchange Rate Volatility

4. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

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