Intraday Volatility Forecasting for Indian Stocks
The paper evaluates the effectiveness of range-based volatility estimations against standard models using Indian stock market data, concluding that range-based models are superior and the GKYZ volatility estimator is the most accurate.
Featured in No. 54 on 20 Jun 2024 · on release day
- Released
- 20 Jun 2024
- First featured
- No. 54 · 20 Jun 2024
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- Identifier
- RePEc:ids:ijecbr:v:27:y:2024:i:4:p:633-650
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