Forecasting return volatility in the presence of microstructure noise (Q440195)

From MaRDI portal





scientific article; zbMATH DE number 6068021
Language Label Description Also known as
English
Forecasting return volatility in the presence of microstructure noise
scientific article; zbMATH DE number 6068021

    Statements

    Forecasting return volatility in the presence of microstructure noise (English)
    0 references
    0 references
    0 references
    0 references
    18 August 2012
    0 references
    forecasting
    0 references
    return volatility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references