Xingyi Li

School of Business and Law, University of Agder

PhD Research Fellow

Serviceboks 422

N-4604 Kristiansand, VEST AGDER 4604

Norway

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Scholarly Papers (1)

1.

Forecasting Stock Volatility: The Gains from Using Intraday Data

Number of pages: 33 Posted: 04 Oct 2016 Last Revised: 02 Mar 2018
Xingyi Li and Valeriy Zakamulin
School of Business and Law, University of Agder and University of Agder - School of Business and Law
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Abstract:

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stock markets, volatility forecasting, intraday data, measures of realized daily volatility, forecast accuracy, out-of-sample forecasting, model comparison