From zero to hero: realized partial (co)variances (Q2106366)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From zero to hero: realized partial (co)variances |
scientific article |
Statements
From zero to hero: realized partial (co)variances (English)
0 references
14 December 2022
0 references
high-frequency data
0 references
realized variation
0 references
volatility forecasting
0 references
0 references
0 references
0 references
0 references
