Forecasting return volatility in the presence of microstructure noise (Q440195)
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scientific article; zbMATH DE number 6068021
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| English | Forecasting return volatility in the presence of microstructure noise |
scientific article; zbMATH DE number 6068021 |
Statements
Forecasting return volatility in the presence of microstructure noise (English)
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18 August 2012
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forecasting
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return volatility
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0.802044153213501
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0.8005769848823547
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0.7852363586425781
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0.7847363352775574
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0.7844046950340271
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