Pages that link to "Item:Q277164"

The following pages link to Measuring volatility with the realized range (Q277164):

Displaying 31 items.

• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
• Data-based ranking of realised volatility estimators (Q530606) (← links)
• The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
• Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
• Volatility contagion: a range-based volatility approach (Q738077) (← links)
• Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
• Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
• Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
• Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
• Forecast the realized range-based volatility: the role of investor sentiment and regime switching (Q2161799) (← links)
• A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
• Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
• Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
• Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)
• Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
• Discrete sine transform for multi-scale realized volatility measures (Q2893209) (← links)
• Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
• Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
• Using information quality for volatility model combinations (Q4683043) (← links)
• Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) (← links)
• Uncertainty shocks of Trump election in an interval model of stock market (Q5014221) (← links)
• Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
• Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
• On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)