Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747)
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scientific article; zbMATH DE number 6547751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploiting the errors: a simple approach for improved volatility forecasting |
scientific article; zbMATH DE number 6547751 |
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Exploiting the errors: a simple approach for improved volatility forecasting (English)
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1 March 2016
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realized volatility
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forecasting
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measurement errors
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HAR
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HARQ
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