Do We Need High Frequency Data to Forecast Variances?

G.D. Banulescu-Radu, C. Hurlin, Bertrand Candelon, S. Laurent

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	135-174
Journal	Annals of Economics and Statistics
Volume	123-124
DOIs	https://doi.org/10.15609/annaeconstat2009.123-124.0135
Publication status	Published - 2016

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@article{e49dce7dae7c4c92b428628f413968d5,

title = "Do We Need High Frequency Data to Forecast Variances?",

author = "G.D. Banulescu-Radu and C. Hurlin and Bertrand Candelon and S. Laurent",

note = "Data source: no data used",

year = "2016",

doi = "10.15609/annaeconstat2009.123-124.0135",

language = "English",

volume = "123-124",

pages = "135--174",

journal = "Annals of Economics and Statistics",