Pages that link to "Item:Q2347737"
From MaRDI portal
The following pages link to Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737):
Displaying 9 items.
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Transaction activity and bitcoin realized volatility (Q2060362) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- Research on the forecasting performance of the HAR-type model based on true and false jumps (Q4983969) (← links)
- Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
