Intraday realised volatility forecasting and announcements
Year of publication: |
2018
|
---|---|
Authors: | Vortelinos, Dimitrios I. ; Gillas, Konstantinos Gkillas |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 9.2018, 1, p. 88-118
|
Subject: | forecasting | macro-economic announcements | nonlinearity | combining | mini-futures markets | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Prognose | Forecast | ARCH-Modell | ARCH model |
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