Realized Volatility: A Review (Q3539862)
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scientific article; zbMATH DE number 5368896
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Realized Volatility: A Review |
scientific article; zbMATH DE number 5368896 |
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Realized Volatility: A Review (English)
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19 November 2008
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continuous time processes
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finance
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financial econometrics
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forecasting
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high frequency data
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quadratic variation
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realized volatility
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risk
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trading rules
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0.8494493365287781
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0.8446710109710693
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0.8407314419746399
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0.8292575478553772
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