Open Journal of Business and Management

Vol.4 No.2(2016), Paper ID 65427, 13 pages

DOI:10.4236/ojbm.2016.42022

 

Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility

 

Yunqian Ma, Yuanying Jiang

 

Institute of Food and Nutrition Development, Ministry of Agriculture, Beijing, China
College of Science, Guilin University of Technology, Guilin, China

 

Copyright © 2016 Yunqian Ma, Yuanying Jiang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Ma, Y. and Jiang, Y. (2016) Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility. Open Journal of Business and Management, 4, 206-218. doi: 10.4236/ojbm.2016.42022.

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