Forecasting the volatility of the Japanese stock market using after-hour information in other markets

Nirodha I Jayawardenaa, Neda Todorova, Bin Li and Jen-Je Su

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: High Frequency; Realized Volatility; Overnight volatility; Forecasting (search for similar items in EconPapers)
Date: 2015-08
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