Realized Volatility: A Review

DOI10.1080/07474930701853509zbMath1148.62089OpenAlexW2090059250MaRDI QIDQ3539862

Marcelo C. Medeiros, Michael McAleer

Publication date: 19 November 2008

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930701853509

zbMATH Keywords

riskforecastingfinancequadratic variationhigh frequency datarealized volatilityfinancial econometricscontinuous time processestrading rules

Mathematics Subject Classification ID

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Uses Software

• RiskMetrics

Cites Work

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