Pages that link to "Item:Q530371"
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The following pages link to An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371):
Displaying 16 items.
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
- A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (Q4687543) (← links)
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601) (← links)
- Time‐Varying Parameter Realized Volatility Models (Q4687622) (← links)
- Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates (Q4687678) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
