The Contribution of Intraday Jumps to Forecasting the Density of Returns
Year of publication: |
2019
|
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Authors: | Chorro, Christophe |
Other Persons: | Ielpo, Florian (contributor) ; Sévi, Benoît (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Prognose | Forecast |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 3, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2897034 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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