Pages that link to "Item:Q1945435"
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The following pages link to Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435):
Displaying 7 items.
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- Intraday value-at-risk: an asymmetric autoregressive conditional duration approach (Q888338) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data (Q5881685) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)