Realized Semicovariances (Q4992136)
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scientific article; zbMATH DE number 7355733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Semicovariances |
scientific article; zbMATH DE number 7355733 |
Statements
Realized Semicovariances (English)
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7 June 2021
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high-frequency data
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realized variances
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semicovariances
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co-jumps
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volatility forecasting
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