Modeling and forecasting intraday spot volatility.
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| Title: | Modeling and forecasting intraday spot volatility. |
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| Authors: | Clements, Adam1 (AUTHOR) a.clements@qut.edu.au, Preve, Daniel P.A.2 (AUTHOR) dpreve@smu.edu.sg |
| Source: | International Journal of Forecasting. Jul2026, Vol. 42 Issue 3, p816-832. 17p. |
| Database: | Business Source Ultimate |
| ISSN: | 01692070 |
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| DOI: | 10.1016/j.ijforecast.2025.11.009 |