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Title: Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?
Authors: Bailey, G
Steeley, JM
Keywords: Australian dollar;exchange rate;high–low range;realized variance;stochastic volatility;volatility forecasting
Issue Date: 3-Apr-2019
Publisher: Wiley
Citation: International Journal of Finance and Economics, 2019, 24 (3), pp. 1355 - 1389
ISSN: 1076-9307
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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