Realized volatility forecasting and market microstructure noise (Q737278)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized volatility forecasting and market microstructure noise |
scientific article |
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Realized volatility forecasting and market microstructure noise (English)
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10 August 2016
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volatility forecasting
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high-frequency data
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market microstructure noise
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integrated volatility
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realized volatility
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robust volatility measures
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eigenfunction stochastic volatility models
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