Pages that link to "Item:Q1023630"
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The following pages link to Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630):
Displaying 22 items.
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- Control Chart for Monitoring Autocorrelated Process with Multiple Exogenous Inputs (Q2828719) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- A slightly depressing jump model: intraday volatility pattern simulation (Q4554418) (← links)
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
- Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) (← links)
- A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics (Q5078555) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- On interval estimation methods for the location parameter of the Weibull distribution: An application to alloy material fatigue failure data (Q6588661) (← links)
