Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold bipower variation and the impact of jumps on volatility forecasting |
scientific article |
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Threshold bipower variation and the impact of jumps on volatility forecasting (English)
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10 August 2016
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volatility estimation
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jump detection
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volatility forecasting
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threshold estimation
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financial markets
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