FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2143621568> ?p ?o ?g. }

• W2143621568 endingPage "33" @default.
• W2143621568 startingPage "17" @default.
• W2143621568 abstract "We compare the forecasts of Quadratic Variation given by the Realized Volatility (RV) and the Two Scales Realized Volatility (TSRV) computed from high frequency data in the presence of market microstructure noise, under several different dynamics for the volatility process and assumptions on the noise. We show that TSRV largely outperforms RV, whether looking at bias, variance, RMSE or out-of-sample forecasting ability. An empirical application to all DJIA stocks confirms the simulation results." @default.
• W2143621568 created "2016-06-24" @default.
• W2143621568 creator A5002652417 @default.
• W2143621568 creator A5036681604 @default.
• W2143621568 date "2008-11-01" @default.
• W2143621568 modified "2023-10-17" @default.
• W2143621568 title "Out of sample forecasts of quadratic variation" @default.
• W2143621568 cites W1806178590 @default.
• W2143621568 cites W1825069682 @default.
• W2143621568 cites W1963787328 @default.
• W2143621568 cites W1966268097 @default.
• W2143621568 cites W1966795804 @default.
• W2143621568 cites W1967071544 @default.
• W2143621568 cites W1969604147 @default.
• W2143621568 cites W1969804920 @default.
• W2143621568 cites W1969960895 @default.
• W2143621568 cites W1973380699 @default.
• W2143621568 cites W1973694910 @default.
• W2143621568 cites W1994281962 @default.
• W2143621568 cites W1998607901 @default.
• W2143621568 cites W2003490810 @default.
• W2143621568 cites W2005424182 @default.
• W2143621568 cites W2009686638 @default.
• W2143621568 cites W2011586511 @default.
• W2143621568 cites W2013134717 @default.
• W2143621568 cites W2028022601 @default.
• W2143621568 cites W2031817855 @default.
• W2143621568 cites W2032484498 @default.
• W2143621568 cites W2040646026 @default.
• W2143621568 cites W2047196406 @default.
• W2143621568 cites W2053752134 @default.
• W2143621568 cites W2063827883 @default.
• W2143621568 cites W2064978316 @default.
• W2143621568 cites W2065194732 @default.
• W2143621568 cites W2068138154 @default.
• W2143621568 cites W2069786653 @default.
• W2143621568 cites W2090637028 @default.
• W2143621568 cites W2103194941 @default.
• W2143621568 cites W2104486676 @default.
• W2143621568 cites W2110906205 @default.
• W2143621568 cites W2113883339 @default.
• W2143621568 cites W2117178635 @default.
• W2143621568 cites W2124357853 @default.
• W2143621568 cites W2128913931 @default.
• W2143621568 cites W2133050755 @default.
• W2143621568 cites W2138349601 @default.
• W2143621568 cites W2139395482 @default.
• W2143621568 cites W2140585983 @default.
• W2143621568 cites W3021444882 @default.
• W2143621568 cites W3095114851 @default.
• W2143621568 cites W3121364726 @default.
• W2143621568 cites W3121487129 @default.
• W2143621568 cites W3121757665 @default.
• W2143621568 cites W3122154929 @default.
• W2143621568 cites W3122281927 @default.
• W2143621568 cites W3123138997 @default.
• W2143621568 cites W3124393053 @default.
• W2143621568 cites W3125246470 @default.
• W2143621568 cites W4248324840 @default.
• W2143621568 cites W4253541599 @default.
• W2143621568 cites W4299806785 @default.
• W2143621568 doi "https://doi.org/10.1016/j.jeconom.2008.09.015" @default.
• W2143621568 hasPublicationYear "2008" @default.
• W2143621568 type Work @default.
• W2143621568 sameAs 2143621568 @default.
• W2143621568 citedByCount "122" @default.
• W2143621568 countsByYear W21436215682012 @default.
• W2143621568 countsByYear W21436215682013 @default.
• W2143621568 countsByYear W21436215682014 @default.
• W2143621568 countsByYear W21436215682015 @default.
• W2143621568 countsByYear W21436215682016 @default.
• W2143621568 countsByYear W21436215682017 @default.
• W2143621568 countsByYear W21436215682018 @default.
• W2143621568 countsByYear W21436215682019 @default.
• W2143621568 countsByYear W21436215682020 @default.
• W2143621568 countsByYear W21436215682021 @default.
• W2143621568 countsByYear W21436215682022 @default.
• W2143621568 countsByYear W21436215682023 @default.
• W2143621568 crossrefType "journal-article" @default.
• W2143621568 hasAuthorship W2143621568A5002652417 @default.
• W2143621568 hasAuthorship W2143621568A5036681604 @default.
• W2143621568 hasBestOaLocation W21436215682 @default.
• W2143621568 hasConcept C105795698 @default.
• W2143621568 hasConcept C112401455 @default.
• W2143621568 hasConcept C117996083 @default.
• W2143621568 hasConcept C121955636 @default.
• W2143621568 hasConcept C129844170 @default.
• W2143621568 hasConcept C139945424 @default.
• W2143621568 hasConcept C149782125 @default.
• W2143621568 hasConcept C162324750 @default.
• W2143621568 hasConcept C196083921 @default.
• W2143621568 hasConcept C2524010 @default.
• W2143621568 hasConcept C33923547 @default.
• W2143621568 hasConcept C60092789 @default.
• W2143621568 hasConcept C85393063 @default.
• W2143621568 hasConcept C90087638 @default.
• W2143621568 hasConcept C91602232 @default.
• W2143621568 hasConceptScore W2143621568C105795698 @default.

• next