Realized Volatility and Long Memory: An Overview (Q3539861)

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scientific article
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English
Realized Volatility and Long Memory: An Overview
scientific article

    Statements

    title
    Realized Volatility and Long Memory: An Overview (English)
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    author
    Esfandiar Maasoumi
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    Michael McAleer
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    publication date
    19 November 2008
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    zbMATH Keywords
    forecasting
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    integrated variance
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    realized quarticity
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    realized volatility
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    returns
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    risk
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    securities
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B84
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    91G70
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    zbMATH DE Number
    5368895
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    OpenAlex ID
    W2086720953
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