Out of sample forecasts of quadratic variation (Q299250)
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scientific article; zbMATH DE number 6596540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Out of sample forecasts of quadratic variation |
scientific article; zbMATH DE number 6596540 |
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Out of sample forecasts of quadratic variation (English)
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22 June 2016
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market microstructure noise
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high frequency data
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measurement error
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realized volatility
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two scales realized volatility
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out of sample forecasts
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