Publication Type

Journal Article

Version

submittedVersion

Publication Date

1-2023

Abstract

The log realized volatility (RV) is often modeled as an autoregressive fractionally integrated moving average model ARFIMA(1, d, 0). Two conflicting empirical results have been found in the literature. One stream shows that log RV has a long memory (i.e., the fractional parameter d > 0). The other stream suggests that the autoregressive coefficient α is near unity with antipersistent errors (i.e., d

Keywords

Fractional integration, Long memory, Realized volatility, Roughness, Short-run dynamics

Discipline

Econometrics

Research Areas

Econometrics; Economic Theory

Publication

Management Science

Volume

69

Issue

7

First Page

3861

Last Page

3883

ISSN

0025-1909

Identifier

10.1287/mnsc.2022.4552

Publisher

Institute for Operations Research and Management Sciences

Additional URL

https://doi.org/10.1287/mnsc.2022.4552

Included in

Econometrics Commons

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