Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246)
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: Threshold bipower variation and the impact of jumps on volatility forecasting |
scientific article; zbMATH DE number 6610512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold bipower variation and the impact of jumps on volatility forecasting |
scientific article; zbMATH DE number 6610512 |
Statements
Threshold bipower variation and the impact of jumps on volatility forecasting (English)
0 references
10 August 2016
0 references
volatility estimation
0 references
jump detection
0 references
volatility forecasting
0 references
threshold estimation
0 references
financial markets
0 references
0 references
0 references
0 references
0 references
0 references
0 references
