Pages that link to "Item:Q440195"
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The following pages link to Forecasting return volatility in the presence of microstructure noise (Q440195):
Displaying 5 items.
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263) (← links)
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)