Pages that link to "Item:Q292004"
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The following pages link to Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004):
Displaying 24 items.
- (Q5041335) (← links)
- State Space Models and MIDAS Regressions (Q5080577) (← links)
- Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
- Temporal disaggregation and restricted forecasting of multiple population time series (Q5124803) (← links)
- Macroeconomic fundamentals, jump dynamics and expected volatility (Q5139235) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
- A new class of Bayesian semi-parametric models with applications to option pricing (Q5397432) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- On model selection criteria for climate change impact studies (Q6150501) (← links)
- On the convergence of two types of estimators of quadratic variation (Q6182335) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- Nonparametric estimation of quadratic variation using high-frequency data (Q6551463) (← links)
- Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates (Q6581334) (← links)
- Macroeconomic forecasting evaluation of MIDAS models (Q6609949) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (Q6623182) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
