Pages that link to "Item:Q3539871"
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The following pages link to Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871):
Displaying 19 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Large portfolio allocation using high-frequency financial data (Q1782099) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873) (← links)
- Extracting information from mega‐panels and high‐frequency data (Q4259383) (← links)
- Profiling high-frequency equity price movements in directional changes (Q4555073) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
