Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation?

MLA

Bailey, George, and James M. Steeley. “Forecasting the Volatility of the Australian Dollar Using High‐frequency Data: Does Estimator Accuracy Improve Forecast Evaluation?” International Journal of Finance & Economics, vol. 24, no. 3, July 2019, pp. 1355–89. EBSCOhost, https://doi.org/10.1002/ijfe.1723.

APA

Bailey, G., & Steeley, J. M. (2019). Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? International Journal of Finance & Economics, 24(3), 1355–1389. https://doi.org/10.1002/ijfe.1723

Chicago

Bailey, George, and James M. Steeley. 2019. “Forecasting the Volatility of the Australian Dollar Using High‐frequency Data: Does Estimator Accuracy Improve Forecast Evaluation?” International Journal of Finance & Economics 24 (3): 1355–89. doi:10.1002/ijfe.1723.