Bespoke realized volatility: Tailored measures of risk for volatility prediction

No abstract is available for this paper.

• Publication year

  2025

• Venue

  Journal of Econometrics

• Publication date

  2025-11-01

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1016/j.jeconom.2025.106122
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• OUP accepted manuscript

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