Edgeworth Corrections for Realized Volatility (Q3539869)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5368900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Edgeworth Corrections for Realized Volatility |
scientific article; zbMATH DE number 5368900 |
Statements
Edgeworth Corrections for Realized Volatility (English)
0 references
19 November 2008
0 references
confidence intervals
0 references
Edgeworth expansions
0 references
realized volatility
0 references
0 references
0 references
0 references
0 references
0.8957269787788391
0 references
0.8798659443855286
0 references
0.8779820799827576
0 references
0.8178637027740479
0 references
0.7801035642623901
0 references
