Modelling and forecasting noisy realized volatility (Q429642): Difference between revisions

@@ Property / author @@
+Marcelo C. Medeiros
@@ Property / author: Marcelo C. Medeiros / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6048228
@@ 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