Forecasting intraday risk incorporating the higher-order moments

The Quarterly Review of Economics and Finance 2026

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Authors: Rui Ke, Man Yin, Jing Jia

DOI: 10.1016/j.qref.2026.102120

Cited by: 1

References: 45

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

References 45