Pages that link to "Item:Q1893415"
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The following pages link to Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415):
Displaying 5 items.
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
