Pages that link to "Item:Q3539873"
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The following pages link to Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873):
Displaying 15 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035) (← links)
- Jump robust two time scale covariance estimation and realized volatility budgets (Q4683042) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- The influence of intraday seasonality on volatility transmission pattern (Q5234350) (← links)
