Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004)
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scientific article; zbMATH DE number 6591961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting volatility: getting the most out of return data sampled at different frequencies |
scientific article; zbMATH DE number 6591961 |
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Predicting volatility: getting the most out of return data sampled at different frequencies (English)
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10 June 2016
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volatility forecasting
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MIDAS
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high-frequency data
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model selection
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