Forecasting Volatility Using High Frequency Data

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Forecasting Volatility Using High Frequency Data

Author	: Peter Reinhard Hansen
Publisher	:
Total Pages	: 37
Release	: 2018
ISBN-10	: OCLC:1304390740
ISBN-13	:
Rating	: 4/5 ( Downloads)

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Book Synopsis Forecasting Volatility Using High Frequency Data by : Peter Reinhard Hansen

Download or read book Forecasting Volatility Using High Frequency Data written by Peter Reinhard Hansen and published by . This book was released on 2018 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook chapter on volatility forecasting using high-frequency data, with surveys of reduced-form volatility forecasts and model-based volatility forecasts.

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