Modelling and forecasting noisy realized volatility (Q429642)
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scientific article; zbMATH DE number 6048228
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling and forecasting noisy realized volatility |
scientific article; zbMATH DE number 6048228 |
Statements
Modelling and forecasting noisy realized volatility (English)
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20 June 2012
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realized volatility
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diffusion
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financial econometrics
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measurement errors
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forecasting
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model evaluation
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goodness-of-fit
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0.8532249927520752
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0.8494493365287781
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0.8476856350898743
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0.8302622437477112
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0.817000150680542
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