Predictive Inference for Integrated Volatility (Q3225812)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive Inference for Integrated Volatility |
scientific article |
Statements
Predictive Inference for Integrated Volatility (English)
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22 March 2012
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diffusion
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jump
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kernel
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microstructure noise
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realized volatility measure
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