Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

Citations

"Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market"
written by Kai Zhang, Lurion De Mello, Mehdi Sadeghi,
published by Theoretical Economics Letters, Vol.8 No.1, 2018

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[2]	Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models Theoretical Economics Letters, 2018 DOI:10.4236/tel.2018.86079