Pages that link to "Item:Q1622112"
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The following pages link to Forecasting realized volatility: a review (Q1622112):
Displaying 18 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722) (← links)
- Forecasting return volatility in the presence of microstructure noise (Q440195) (← links)
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- A self-normalization test for correlation change (Q2208630) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
- Medium-term horizon volatility forecasting: A comparative study (Q3607868) (← links)
- Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
- A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (Q4687543) (← links)
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601) (← links)
- Time‐Varying Parameter Realized Volatility Models (Q4687622) (← links)
- Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates (Q4687678) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
- Modeling and Forecasting Realized Volatility (Q5472963) (← links)
