Pages that link to "Item:Q2292043"
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The following pages link to Estimation of volatility in a high-frequency setting: a short review (Q2292043):
Displaying 11 items.
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies (Q2064608) (← links)
- Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
- (Q4984477) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- On Bivariate Time-Varying Price Staleness (Q6190783) (← links)