From zero to hero : realized partial (co)variances
Tim Bollerslev, Marcelo C. Medeiros, Andrew J. Patton, Rogier Quaedvlieg
| Year of publication: |
2022
|
|---|---|
| Authors: | Bollerslev, Tim ; Medeiros, Marcelo C. ; Patton, Andrew J. ; Quaedvlieg, Rogier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 348-360
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| Subject: | High-frequency data | Realized variation | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Schätzung | Estimation | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.04.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464800