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- Modelling and forecasting noisy realized volatility 2012-06-20 Paper The Benefits of Bagging for Forecast Models of Realized Volatility 2010-12-15 Paper TESTING...10 bytes (19 words) - 00:46, 9 December 2023
- framework for modeling volatility of speculative prices based on realized variation measures 2016-08-10 Paper Realized volatility forecasting and market...10 bytes (16 words) - 21:48, 9 December 2023
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 2017-09-15 Paper Bootstrapping realized multivariate volatility measures 2017-05-12...10 bytes (17 words) - 01:53, 10 December 2023
- self-normalization 2018-06-20 Paper Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment...10 bytes (18 words) - 02:16, 10 December 2023
- for Realized Volatility 2008-11-19 Paper Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities 2006-10-24...10 bytes (16 words) - 17:23, 6 October 2023
- 2014-06-06 Paper Stationary bootstrapping realized volatility 2014-02-11 Paper Stationary bootstrapping realized volatility under market microstructure noise 2013-09-06...10 bytes (17 words) - 01:36, 10 December 2023
- tick-by-tick realized correlations 2014-04-14 Paper Discrete sine transform for multi-scale realized volatility measures 2012-06-26 Paper The Volatility of Realized...10 bytes (17 words) - 10:19, 7 October 2023
- Publication Type Sparse vector heterogeneous autoregressive modeling for realized volatility 2022-04-27 Paper Mathematical modeling of partial-porous circular...10 bytes (17 words) - 18:58, 13 December 2023
- Publication Date of Publication Type Localized Realized Volatility Modeling 2015-06-17 Paper Volatility Estimation Based on High-Frequency Data 2012-01-10...10 bytes (16 words) - 13:23, 6 October 2023
- Tests 2019-08-27 Paper A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA 2019-05-31 Paper The local fractional bootstrap 2019-03-21...10 bytes (16 words) - 06:35, 7 October 2023
- 2016-05-27 Paper Long memory in intertrade durations, counts and realized volatility of NYSE stocks 2010-09-20 Paper Long Memory in Nonlinear Processes...10 bytes (17 words) - 22:11, 10 December 2023
- estimators, and the accuracy of asymptotic approximations 2016-08-10 Paper Realized volatility forecasting and option pricing 2016-06-22 Paper Long-run risk-return...10 bytes (18 words) - 02:35, 10 December 2023
- non‐parametric volatility model 2022-07-26 Paper A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 2018-10-12...10 bytes (16 words) - 14:41, 10 December 2023
- Corrigendum to ``Large deviations of realized volatility 2013-03-06 Paper Large deviations of realized volatility 2012-03-05 Paper...10 bytes (16 words) - 09:39, 7 October 2023
- semidefinite Ornstein-Uhlenbeck type processes 2010-11-12 Paper The Volatility of Realized Volatility 2008-11-19 Paper An extended network model with a packet diffusion...10 bytes (16 words) - 21:50, 10 December 2023
- 2020-12-03 Paper ARFIMAX and ARFIMAX-TARCH realized volatility modeling 2009-10-21 Paper Evaluating volatility forecasts in option pricing in the context...10 bytes (16 words) - 10:01, 6 October 2023
- Allocation 2023-03-09 Paper Validity of Edgeworth expansions for realized volatility estimators 2022-08-02 Paper Edgeworth expansion for Euler approximation...10 bytes (17 words) - 21:10, 11 December 2023
- strongly dependent errors 2024-02-13 Paper Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process 2023-02-01 Paper Posterior-based...10 bytes (18 words) - 01:29, 10 December 2023
- Publication Date of Publication Type Long memory and nonlinearities in realized volatility: a Markov switching approach 2012-12-30 Paper Bootstrap approaches...10 bytes (16 words) - 05:04, 13 December 2023
- quantum walks 2023-01-25 Paper The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets...10 bytes (16 words) - 02:35, 12 December 2023
