Modelling and Forecasting Noisy Realized Volatility
Year of publication: |
2010-05-01
|
---|---|
Authors: | Asai, Manuabu ; McAleer, Michael ; Medeiros, Marcelo C. |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Realized volatility | diffusion | financial econometrics | measurement errors | forecasting | model evaluation | goodness-of-fit |
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