Realized Volatility and Jumps in the Athens Stock Exchange
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- Dimitrios I. Vortelinos & Dimitrios D. Thomakos, 2012. "Realized volatility and jumps in the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 22(2), pages 97-112, January.
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- Prateek Sharma & Swati Sharma, 2015. "Forecasting gains of robust realized variance estimators: evidence from European stock markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 61-69.
- repec:ebl:ecbull:eb-14-00886 is not listed on IDEAS
- Sharma, Prateek & Vipul,, 2016. "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 222-230.
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KeywordsAthens Stock Exchange ; Bipower variation; Heterogeneous autoregressive models; Realized volatility; Volatility jumps.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-21 (All new papers)
- NEP-ECM-2009-11-21 (Econometrics)
- NEP-FMK-2009-11-21 (Financial Markets)
- NEP-MST-2009-11-21 (Market Microstructure)
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