Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
type: Item
instance of: scholarly article
title: Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
zbMATH Open document ID: 1337.62329
author: Lily Y. Liu
author: Kevin Sheppard
author: Andrew J. Patton
published in: Journal of Econometrics
publication date: 2015-09-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6477251
zbMATH Keywords: realized variance
zbMATH Keywords: volatility forecasting
zbMATH Keywords: high frequency data
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describes a project that uses: xtscc
describes a project that uses: Stata
MaRDI profile type: Publication
OpenAlex ID: W3123351111
DOI: 10.1016/J.JECONOM.2015.02.008
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description: scientific article; zbMATH DE number 6477251