Pages that link to "Item:Q5085946"
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The following pages link to Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946):
Displaying 3 items.
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)