Asymptotic inference about predictive accuracy using high frequency data
type: Item
instance of: scholarly article
title: Asymptotic inference about predictive accuracy using high frequency data
zbMATH Open document ID: 1386.62030
author: Jia Li
author: Andrew J. Patton
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
full work available at URL: http://hdl.handle.net/10161/13188
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6852111
zbMATH Keywords: forecast evaluation
zbMATH Keywords: realized variance
zbMATH Keywords: volatility
zbMATH Keywords: jumps
zbMATH Keywords: semimartingale
MaRDI profile type: Publication
OpenAlex ID: W3122840332
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DOI: 10.1016/J.JECONOM.2017.10.005
description: scientific article; zbMATH DE number 6852111