Predictive density estimators for daily volatility based on the use of realized measures (Q302179)
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scientific article; zbMATH DE number 6600706
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| English | Predictive density estimators for daily volatility based on the use of realized measures |
scientific article; zbMATH DE number 6600706 |
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Predictive density estimators for daily volatility based on the use of realized measures (English)
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4 July 2016
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diffusions
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integrated volatility
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realized volatility measures
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kernels
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microstructure noise
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0.8134510517120361
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0.7941306829452515
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0.7760189771652222
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0.774206817150116
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0.7725554704666138
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