scholarly journals A non-parametric Bayesian approach to decompounding from high frequency data

2016 ◽  
Vol 21 (1) ◽  
pp. 53-79 ◽  
Author(s):  
Shota Gugushvili ◽  
Frank van der Meulen ◽  
Peter Spreij
Keyword(s):  
Bayesian Approach ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Non Parametric

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
Sign in / Sign up

Export Citation Format

Share Document