Asymptotic inference about predictive accuracy using high frequency data
Jia Li, Andrew J. Patton
| Year of publication: |
April 2018
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|---|---|
| Authors: | Li, Jia ; Patton, Andrew J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 203.2018, 2, p. 223-240
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| Subject: | Forecast evaluation | Realized variance | Volatility | Jumps | Semimartingale | Volatilität | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance | Statistische Methodenlehre | Statistical theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974659