Realized Volatility and Long Memory: An Overview (Q3539861): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474930701853459 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2086720953 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Stochastic Volatility: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using High-Frequency Data in Dynamic Portfolio Choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Volatility of Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth Corrections for Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moving Average-Based Estimators of Integrated Variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation Methods of Integrated Multivariate Volatilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refined Inference on Long Memory in Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Stochastic Volatility: An Overview / rank
 
Normal rank
Property / cites work
 
Property / cites work: AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realized Volatility: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Why Aggregate Long Memory Time Series? / rank
 
Normal rank

Latest revision as of 20:39, 28 June 2024

scientific article
Language Label Description Also known as
English
Realized Volatility and Long Memory: An Overview
scientific article

    Statements

    Realized Volatility and Long Memory: An Overview (English)
    0 references
    0 references
    0 references
    19 November 2008
    0 references
    forecasting
    0 references
    integrated variance
    0 references
    realized quarticity
    0 references
    realized volatility
    0 references
    returns
    0 references
    risk
    0 references
    securities
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references