Realized semi(co)variation : signs that all volatilities are not created equal
Tim Bollerslev
| Year of publication: |
2022
|
|---|---|
| Authors: | Bollerslev, Tim |
| Subject: | cross-sectional return variation | downside risk | high-frequency data | jumps and co-jumps | partial variation | realized variation | return predictability | semibeta | semi(co)variation | volatility forecasting | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187965