The signal and the noise volatilities
Selma Chaker
| Year of publication: |
2019
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|---|---|
| Authors: | Chaker, Selma |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 50.2019, p. 79-105
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| Subject: | Realized volatility | Volatility forecasting | Heteroscedastic noise | Eigenfunction stochastic volatility models | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Noise Trading | Noise trading | Signalling | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177017