Pages that link to "Item:Q3539863"

The following pages link to The Volatility of Realized Volatility (Q3539863):

Displaying 48 items.

• A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
• Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
• Forecasting realized volatility: a review (Q1622112) (← links)
• Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
• Detecting structural breaks in realized volatility (Q1727922) (← links)
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
• A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
• The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
• Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
• Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
• The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
• Yield curves from different bond data sets (Q2211008) (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
• Modeling tick-by-tick realized correlations (Q2445693) (← links)
• A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
• Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
• SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
• The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
• Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• 24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087) (← links)
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
• Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
• Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
• The Distribution of Realized Exchange Rate Volatility (Q4808055) (← links)
• Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• A multivariate volatility vine copula model (Q5034252) (← links)
• Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
• Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
• Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
• Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
• Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)
• A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
• Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)
• Score-driven models for realized volatility (Q6090596) (← links)
• A new look at variance estimation based on low, high and closing prices taking into account the drift (Q6552776) (← links)
• Dynamic partial (co)variance forecasting model (Q6587740) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
• Generalized Autoregressive Positive-valued Processes (Q6626246) (← links)
• Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)