Modelling and forecasting noisy realized volatility (Q429642): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Marcelo C. Medeiros / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G70 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6048228 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
realized volatility | |||
Property / zbMATH Keywords: realized volatility / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
diffusion | |||
Property / zbMATH Keywords: diffusion / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
financial econometrics | |||
Property / zbMATH Keywords: financial econometrics / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
measurement errors | |||
Property / zbMATH Keywords: measurement errors / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
forecasting | |||
Property / zbMATH Keywords: forecasting / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
model evaluation | |||
Property / zbMATH Keywords: model evaluation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
goodness-of-fit | |||
Property / zbMATH Keywords: goodness-of-fit / rank | |||
Normal rank |
Revision as of 22:35, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modelling and forecasting noisy realized volatility |
scientific article |
Statements
Modelling and forecasting noisy realized volatility (English)
0 references
20 June 2012
0 references
realized volatility
0 references
diffusion
0 references
financial econometrics
0 references
measurement errors
0 references
forecasting
0 references
model evaluation
0 references
goodness-of-fit
0 references