Predictive Inference for Integrated Volatility (Q3225812): Difference between revisions
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| Property / DOI: 10.1198/jasa.2011.tm10012 / rank | |||
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Latest revision as of 23:38, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive Inference for Integrated Volatility |
scientific article |
Statements
Predictive Inference for Integrated Volatility (English)
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22 March 2012
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diffusion
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jump
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kernel
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microstructure noise
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realized volatility measure
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