Pages that link to "Item:Q2045524"
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The following pages link to Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524):
Displaying 6 items.
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857) (← links)
- Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions (Q4687631) (← links)
- A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
