Pages that link to "Item:Q3065547"

The following pages link to Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547):

Displaying 9 items.

• A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
• Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
• Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
• Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
• Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
• (Q4984477) (← links)
• Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
• Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)