Forecasting Foreign Exchange Realized Volatility: A Least Square Model Averaging Approach

QIU Yue, XIE Tian

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (6) : 725-744.

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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (6) : 725-744. DOI: 10.12341/jssms13414

Forecasting Foreign Exchange Realized Volatility: A Least Square Model Averaging Approach

  • QIU Yue1 ,XIE Tian2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(6): 725-744 https://doi.org/10.12341/jssms13414

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