Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?
- Submitting institution
-
Brunel University London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 085-219441-7003837
- Type
- D - Journal article
- DOI
-
10.1002/ijfe.1723
- Title of journal
- International Journal Of Finance And Economics
- Article number
- -
- First page
- 1355
- Volume
- 24
- Issue
- 3
- ISSN
- 1076-9307
- Open access status
- Technical exception
- Month of publication
- April
- Year of publication
- 2019
- URL
-
http://eprints.keele.ac.uk/5740/
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
-
- Citation count
- 1
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -