The Bias of Realized Volatility
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More about this item
Keywords
Return Volatility; Realized Volatility; Squared Returns;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-11-26 (Econometrics)
- NEP-FMK-2018-11-26 (Financial Markets)
- NEP-MST-2018-11-26 (Market Microstructure)
- NEP-RMG-2018-11-26 (Risk Management)
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