Out of sample forecasts of quadratic variation
Year of publication: |
2008
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Mancini, Loriano |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 17-33
|
Subject: | Marktmikrostruktur | Market microstructure | Statistischer Fehler | Statistical error | Volatilität | Volatility | CAPM | Theorie | Theory |
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