Asymptotic inference about predictive accuracy using high frequency data (Q1706485)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference about predictive accuracy using high frequency data |
scientific article |
Statements
Asymptotic inference about predictive accuracy using high frequency data (English)
0 references
22 March 2018
0 references
forecast evaluation
0 references
realized variance
0 references
volatility
0 references
jumps
0 references
semimartingale
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
