Before revision:  In addition, using a forecasting model based on Realized GARCH combined with time-frequency decomposed volatility, we attempt to study the influence of intra-day investment horizons on daily volatility forecasts.
After revision:  In addition, using a forecasting model based on Realized GARCH combined with time-frequency decomposed realized volatility measures, we study the influence of intra-day investment horizons on daily volatility forecasts.