Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402)
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scientific article; zbMATH DE number 6477251
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes |
scientific article; zbMATH DE number 6477251 |
Statements
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (English)
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1 September 2015
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realized variance
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volatility forecasting
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high frequency data
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0.7314403
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0.7253171
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0.71487045
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0.7060673
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0.70598704
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