Pages that link to "Item:Q2181523"
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The following pages link to The contribution of intraday jumps to forecasting the density of returns (Q2181523):
Displaying 5 items.
- 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)
- Risk analysis of cumulative intraday return curves (Q2417028) (← 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)
- Predictability of shapes of intraday price curves (Q5093212) (← links)
