The influence of intraday seasonality on volatility transmission pattern (Q5234350): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
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+Unbiased determination of production technologies
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+Realized Volatility: A Review
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+Predicting the Daily Covariance Matrix for S&amp;P 100 Stocks Using Intraday Data—But Which Frequency to Use?
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+A Tale of Two Time Scales
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+Q128526467
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