Measuring volatility with the realized range (Q277164): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Realized range-based estimation of integrated variance
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+Continuous Record Asymptotics for Rolling Sample Variance Estimators
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+Consistent ranking of volatility models
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+Volatility forecast comparison using imperfect volatility proxies
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+Estimating variance from high, low and closing prices
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+A Tale of Two Time Scales
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