Keyphrases
Sample Path
100%
Return Volatility
100%
Daily Returns
100%
Price-based
100%
Variation Measures
100%
Dynamic Dependence
100%
Realized Variation
100%
Overnight Returns
100%
Reduced-form Framework
100%
Modeling Volatility
100%
Result-oriented
50%
Linear Structure
50%
Intraday Data
50%
Eternal Return
50%
Long Memory
50%
Out-of-sample Forecasting
50%
Realized Variance
50%
Log-linear
50%
Discontinuous Jump
50%
Jump Height
50%
Bipower Variation
50%
Reduced-form Model
50%
Total Return
50%
Augmented GARCH
50%
Time-varying Jump Intensity
50%
Equity Futures
50%
Bond Futures
50%
Mathematics
Variance
100%
Reduced Form
100%
Sample Path
66%
Model Structure
33%
Linear Structure
33%
Approximates
33%
Economics, Econometrics and Finance
Volatility
100%
Returns Volatility
100%
Speculation
50%
Generalized Autoregressive Conditional Heteroskedasticity
50%
Engineering
Reduced Form
100%
Structure Type
33%
Model Structure
33%