Realized Semicovariances (Q4992136)

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scientific article; zbMATH DE number 7355733
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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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