Pages that link to "Item:Q4687543"
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The following pages link to A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (Q4687543):
Displaying 4 items.
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Medium-term horizon volatility forecasting: A comparative study (Q3607868) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)