"Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market"
written by Anatole A. Klyosov, Igor L. Rozhanskii,
published by Theoretical Economics Letters, Vol.8 No.1, 2018
has been cited by the following article(s)：
Unravelling the Cipher of Indian Rupee's Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models