Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1002/for.1156 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2120272320 / rank | |||
Normal rank |
Revision as of 03:06, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components |
scientific article |
Statements
Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (English)
0 references
6 January 2011
0 references
intraday periodicity
0 references
time-varying cyclical components
0 references
volatility forecasts
0 references
volatility persistence
0 references