Pages that link to "Item:Q3225812"
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The following pages link to Predictive Inference for Integrated Volatility (Q3225812):
Displaying 12 items.
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)