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Author's personal copy Journal of Econometrics 147 (2008) 1733
 

Summary: Author's personal copy
Journal of Econometrics 147 (2008) 1733
Contents lists available at ScienceDirect
Journal of Econometrics
journal homepage: www.elsevier.com/locate/jeconom
Out of sample forecasts of quadratic variation$
Yacine At-Sahaliaa,b,
, Loriano Mancinic
a
Department of Economics, Princeton University, United States
b
NBER, United States
c
Swiss Banking Institute, University of Zurich, Switzerland
a r t i c l e i n f o
Article history:
Available online 18 September 2008
JEL classification:
C14
C22

  

Source: At-Sahalia, Yacine - Program in Applied and Comptutational Mathematics & Department of Economics, Princeton University

 

Collections: Mathematics