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Predictive Inference for Integrated Volatility

โœ Scribed by Corradi, Valentina; Distaso, Walter; Swanson, Norman R.


Book ID
125481570
Publisher
American Statistical Association
Year
2011
Tongue
English
Weight
316 KB
Volume
106
Category
Article
ISSN
0162-1459

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We introduce the concept, and a measure of predictive agreement, , for two raters classifying items into q categories. The measure is based on the linear combination of log odds ratios from 2;2 subtables of a q;q cross-classi"cation table. We show that analysis procedures for this measure, and trans