Forecasting return volatility in the presence of microstructure noise (Q440195)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Forecasting return volatility in the presence of microstructure noise
scientific article

    Statements

    Forecasting return volatility in the presence of microstructure noise (English)
    0 references
    0 references
    0 references
    0 references
    18 August 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    forecasting
    0 references
    return volatility
    0 references
    0 references