Work

Optimal combinations of realised volatility estimators

Year: 2009

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2009.01.011

Authors: Andrew J. Patton, Kevin Sheppard

Institution: University of Oxford

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Keele University, Economic and Social Research Council

OpenAlex ID: W2069601141

FWCI: 14.09

Cites: 71

Cited by: 143

Related to: 10