Forecasting UK stock market volatility
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- Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
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- repec:nax:conyad:v:62:y:2017:i:4:p:1063-1080 is not listed on IDEAS
- David McMillan & Raquel Quiroga Garcia, 2009. "Intra-day volatility forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 19(8), pages 611-623.
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- Yasemin Ulu, 2005. "Out-of-sample forecasting performance of the QGARCH model," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 387-392, November.
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