Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Year of publication: |
2018
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Authors: | Ping, Yuan ; Li, Rui |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 222-229
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Subject: | Forecast | Realized volatility | Truncated two-scale | Volatilität | Volatility | China | Kapitaleinkommen | Capital income | Prognose | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Aktienmarkt | Stock market | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate | Japan |
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