## Abstract Empirical highโfrequency data can be used to separate the continuous and the jump components of realized volatility. This may improve on the accuracy of outโofโsample realized volatility forecasts. A further improvement may be realized by disentangling the two components using a samplin
Moving average stochastic volatility models with application to inflation forecast
โ Scribed by Chan, Joshua C.C.
- Book ID
- 120570112
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 565 KB
- Volume
- 176
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
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