Predictive density estimators for daily volatility based on the use of realized measures (Q302179)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive density estimators for daily volatility based on the use of realized measures |
scientific article |
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Predictive density estimators for daily volatility based on the use of realized measures (English)
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4 July 2016
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diffusions
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integrated volatility
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realized volatility measures
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kernels
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microstructure noise
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