Work

Forecasting realized volatility with changing average levels

Year: 2015

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2014.09.005

Authors: Giampiero M. Gallo, Edoardo Otranto

Institutions: University of Florence, University of Messina

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Ministero dell’Istruzione, dell’Università e della Ricerca

OpenAlex ID: W290091234

FWCI: 13.4

Cites: 68

Cited by: 62

Related to: 10