A new measure of realized volatility : inertial and reverse realized semivariance
Xin Luo, Yunqing Tao, Kai Zou
| Year of publication: |
2022
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|---|---|
| Authors: | Luo, Xin ; Tao, Yunqing ; Zou, Kai |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-10
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| Subject: | Inertial realized semivariance: Reverse realized semivariance | Model confidence set | Realized volatility | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102658 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459886