Asymptotic inference about predictive accuracy using high frequency data (Q1706485)
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scientific article; zbMATH DE number 6852111
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic inference about predictive accuracy using high frequency data |
scientific article; zbMATH DE number 6852111 |
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Asymptotic inference about predictive accuracy using high frequency data (English)
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22 March 2018
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forecast evaluation
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realized variance
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volatility
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jumps
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semimartingale
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0.7983765602111816
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0.7628086805343628
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0.7558296322822571
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0.7488680481910706
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0.7478041648864746
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