Predictive density estimators for daily volatility based on the use of realized measures (Q302179)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Predictive density estimators for daily volatility based on the use of realized measures |
scientific article; zbMATH DE number 6600706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive density estimators for daily volatility based on the use of realized measures |
scientific article; zbMATH DE number 6600706 |
Statements
Predictive density estimators for daily volatility based on the use of realized measures (English)
0 references
4 July 2016
0 references
diffusions
0 references
integrated volatility
0 references
realized volatility measures
0 references
kernels
0 references
microstructure noise
0 references
0 references
0 references
0 references
0 references
0 references
