Open Journal of Statistics

Vol.3 No.5(2013), Paper ID 37665, 5 pages



Forecasting Realized Volatility Using Subsample Averaging


Huiyu Huang, Tae-Hwy Lee


GMO Emerging Markets Equity, Berkeley, USA
Department of Economics, University of California, Riverside, USA


Copyright © 2013 Huiyu Huang, Tae-Hwy Lee 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

H. Huang and T. Lee, "Forecasting Realized Volatility Using Subsample Averaging," Open Journal of Statistics, Vol. 3 No. 5, 2013, pp. 379-383. doi: 10.4236/ojs.2013.35044.

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