Pages that link to "Item:Q3099630"
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The following pages link to Measuring downside risk -- realized semivariance (Q3099630):
Displaying 20 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- The asymmetric volatility in the gold market revisited (Q1672773) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Transaction activity and bitcoin realized volatility (Q2060362) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- From zero to hero: realized partial (co)variances (Q2106366) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Forecasting volatility with time-varying coefficient regressions (Q2187983) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← 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)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Expected, unexpected, good and bad aggregate uncertainty (Q6138243) (← links)
