Pages that link to "Item:Q2691659"
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The following pages link to Estimating stochastic volatility models using realized measures (Q2691659):
Displaying 18 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Realized power variation and stochastic volatility model (Q1431540) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Methods of PC realization of the stochastic models of stock and bond values (Q2703347) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)
- Modeling and Forecasting Realized Volatility (Q5472963) (← links)
- (Q5879918) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Testing for parameter changes in linear state space models (Q6579702) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
