Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246)
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scientific article; zbMATH DE number 6610512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Threshold bipower variation and the impact of jumps on volatility forecasting |
scientific article; zbMATH DE number 6610512 |
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Threshold bipower variation and the impact of jumps on volatility forecasting (English)
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10 August 2016
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volatility estimation
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jump detection
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volatility forecasting
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threshold estimation
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financial markets
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0.7918859124183655
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0.7859420776367188
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0.7811218500137329
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