Work

On forecasting daily stock volatility: The role of intraday information and market conditions

Year: 2009

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2009.01.006

Authors: Ana-Maria Fuertes, Marwan Izzeldin, Elena Kalotychou

Institution: Lancaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2149603780

FWCI: 10.15

Cites: 63

Cited by: 100

Related to: 10