Volatility forecasting performance of two-scale realized volatility
S. Garg and Vipul
| Year of publication: |
2014
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|---|---|
| Authors: | Garg, S. ; Vipul |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 16/18, p. 1111-1121
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| Subject: | volatility forecasting | realized volatility | two-scale realized volatility | sparse-sampled realized volatility | EWMA | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418949