Pages that link to "Item:Q737263"
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The following pages link to Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263):
Displaying 15 items.
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- Persistence of return distribution sequence in financial markets (Q6121857) (← links)
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
