The Volatility of Realized Volatility (Q3539863)
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scientific article; zbMATH DE number 5368897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Volatility of Realized Volatility |
scientific article; zbMATH DE number 5368897 |
Statements
The Volatility of Realized Volatility (English)
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19 November 2008
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density forecasting
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finance
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HAR-GARCH
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normal inverse Gaussian distribution
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realized quarticity
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realized volatility
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0.8767377734184265
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0.8273600935935974
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0.8121530413627625
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0.8117718696594238
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0.8117455840110779
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