Open Journal of Statistics

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

DOI:10.4236/ojs.2013.35044

 

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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