Work

Forecasting Volatility Using High-Frequency Data

Year: 2012

Type: book-chapter

Source: Oxford University Press eBooks

DOI: 10.1093/oxfordhb/9780195398649.013.0020

Authors: Peter Reinhard Hansen, Asger Lunde

Institutions: Stanford University, Aarhus University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W184579549

FWCI: 12.81

Cites: 103

Cited by: 39

Related to: 10