Integrated variance forecasting: model based vs. reduced form (Q737909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated variance forecasting: model based vs. reduced form |
scientific article |
Statements
Integrated variance forecasting: model based vs. reduced form (English)
0 references
12 August 2016
0 references
volatility forecasting
0 references
high-frequency data
0 references
reduced-form methods
0 references
model misspecification
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
