Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities (Q5393915)
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scientific article; zbMATH DE number 5066847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities |
scientific article; zbMATH DE number 5066847 |
Statements
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities (English)
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24 October 2006
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continuous-time models
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integrated volatility
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realized volatility
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high-frequency data
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time series forecasting
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Mincer-Zarnowitz regressions
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