Pages that link to "Item:Q737275"
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The following pages link to A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275):
Displaying 30 items.
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Using information quality for volatility model combinations (Q4683043) (← links)
- Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices (Q4687629) (← links)
- Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
- Forecasting realised volatility using ARFIMA and HAR models (Q5235453) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Coupled GARCH(1,1) model (Q6158437) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
