Predictive Inference for Integrated Volatility (Q3225812)
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scientific article; zbMATH DE number 6017964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Predictive Inference for Integrated Volatility |
scientific article; zbMATH DE number 6017964 |
Statements
Predictive Inference for Integrated Volatility (English)
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22 March 2012
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diffusion
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jump
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kernel
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microstructure noise
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realized volatility measure
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0.9169874
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0.91045856
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0.9002808
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0.90000284
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0.8945051
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0.8862035
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0.8848221
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0.88432455
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0.8838432
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0.8829825
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