Pages that link to "Item:Q737282"
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The following pages link to Volatility forecasting and microstructure noise (Q737282):
Displaying 30 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- Forecasting return volatility in the presence of microstructure noise (Q440195) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263) (← links)
- Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Volatility forecasting and microstructure noise (Q737282) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
- On estimating market microstructure noise variance (Q1672752) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211) (← links)
- Microstructure Noise, Realized Variance, and Optimal Sampling (Q3502142) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- On the Correlation Structure of Microstructure Noise: A Financial Economic Approach (Q4610613) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities (Q5393915) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)