Stock Index Volatility Forecasting with High Frequency Data

S.J. Koopman, E. Hol Uspensky

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages23
Publication statusPublished - 2002

Publication series

NameTI Discussion Paper
No.TI02-068/4

Cite this

Koopman, S. J., & Hol Uspensky, E. (2002). Stock Index Volatility Forecasting with High Frequency Data. (TI Discussion Paper; No. TI02-068/4). Amsterdam: Tinbergen Institute.
Koopman, S.J. ; Hol Uspensky, E. / Stock Index Volatility Forecasting with High Frequency Data. Amsterdam : Tinbergen Institute, 2002. (TI Discussion Paper; TI02-068/4).
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language = "English",
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publisher = "Tinbergen Institute",
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Koopman, SJ & Hol Uspensky, E 2002 'Stock Index Volatility Forecasting with High Frequency Data' TI Discussion Paper, no. TI02-068/4, Tinbergen Institute, Amsterdam.

Stock Index Volatility Forecasting with High Frequency Data. / Koopman, S.J.; Hol Uspensky, E.

Amsterdam : Tinbergen Institute, 2002. (TI Discussion Paper; No. TI02-068/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Stock Index Volatility Forecasting with High Frequency Data

AU - Koopman, S.J.

AU - Hol Uspensky, E.

PY - 2002

Y1 - 2002

M3 - Working paper

T3 - TI Discussion Paper

BT - Stock Index Volatility Forecasting with High Frequency Data

PB - Tinbergen Institute

CY - Amsterdam

ER -

Koopman SJ, Hol Uspensky E. Stock Index Volatility Forecasting with High Frequency Data. Amsterdam: Tinbergen Institute. 2002. (TI Discussion Paper; TI02-068/4).