Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading
Year of publication: |
2012
|
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Authors: | Bannouh, Karim ; Martens, Martin ; van Dijk, Dick J. C. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Prognoseverfahren | Forecasting model | Theorie | Theory | Systematischer Fehler | Bias | Noise Trading | Noise trading | Schätzung | Estimation |
Extent: | 1 Online-Ressource (27 p) |
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Series: | ERIM Report Series Reference ; No. ERS-2012-018-F&A |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2012 erstellt |
Classification: | G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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