Forecasting volatility in the presence of model instability (Q2810422)
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scientific article; zbMATH DE number 6588407
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting volatility in the presence of model instability |
scientific article; zbMATH DE number 6588407 |
Statements
1 June 2016
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high-frequency data
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integrated volatility
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realised volatility
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0.9094197
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0.9064904
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0.90202737
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0.9010978
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0.89732754
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0.8969891
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0.89626783
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Forecasting volatility in the presence of model instability (English)
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