Pages that link to "Item:Q5881610"
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The following pages link to Semi-Parametric Forecasting of Realized Volatility (Q5881610):
Displaying 7 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
- Modeling and Forecasting Realized Volatility (Q5472963) (← links)