Pages that link to "Item:Q4554453"
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The following pages link to Forecasting and trading high frequency volatility on large indices (Q4554453):
Displaying 7 items.
- Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
- Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
- Volatility trading via temporal pattern recognition in quantised financial time series (Q5960678) (← links)