| Document Date: 2013-11-19 22:07:04
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City Adelaide / / Company Thomson Reuters / Toronto stock exchange / / Country Australia / United States / / / Facility Robert J Powell Edith Cowan University / / IndustryTerm high-frequency finance / finance literature / multiplicative product / / MarketIndex S&P/ASX 50 / ASX 50 / Dow 30 / / Organization International Congress / Edith Cowan University / Perth / / Person Powell Edith / David E Allen / Min Intraday / Robert J Powell / / Position Rt / first author / multiple indicators model for volatility using intra-daily data / guard / model financial asset volatility / / PublishedMedium The European Journal / Journal of Finance / Journal of Econometrics / / Region Asia-Pacific / Western Australia / / Technology Simulation / Flash / / URL www.mssanz.org.au/modsim2013 / /
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20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Intraday Volatility Forecast in Australian Equity Market Abhay K Singh, David E Allen and Rob