Pages that link to "Item:Q737282"

The following pages link to Volatility forecasting and microstructure noise (Q737282):

Displaying 20 items.

• MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Realized volatility forecasting and option pricing (Q299252) (← links)
• Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
• Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
• Data-based ranking of realised volatility estimators (Q530606) (← links)
• Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263) (← links)
• Realized volatility forecasting and market microstructure noise (Q737278) (← links)
• Volatility forecasting and microstructure noise (Q737282) (← links)
• Forecasting realized volatility: a review (Q1622112) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• Zero-intelligence realized variance estimation. (Q2430259) (← links)
• Estimation of quarticity with high-frequency data (Q2873034) (← links)
• Realized Volatility: A Review (Q3539862) (← 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)
• Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)