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Do High-frequency-based Measures Improve Conditional Covariance Forecasts?

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  • Denisa BANULESCU-RADU
  • Elena Ivona DUMITRESCU
Abstract
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Suggested Citation

  • Denisa BANULESCU-RADU & Elena Ivona DUMITRESCU, 2019. "Do High-frequency-based Measures Improve Conditional Covariance Forecasts?," LEO Working Papers / DR LEO 2709, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Handle: RePEc:leo:wpaper:2709
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    References listed on IDEAS

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