Forecasting realized volatility at an intra-day horizon using HAR defined models

Additional Metadata
Keywords	HAR-RV; Realized Volatility; Volatility forecasting; High-frequency data
Thesis Advisor	Vallarino, P
Persistent URL	hdl.handle.net/2105/73357
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wel, O.H. van. (2024, September 17). Forecasting realized volatility at an intra-day horizon using HAR defined models. Econometrie. Retrieved from http://hdl.handle.net/2105/73357

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