Pages that link to "Item:Q289157"

The following pages link to Realized range-based estimation of integrated variance (Q289157):

Displaying 32 items.

• Measuring volatility with the realized range (Q277164) (← links)
• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
• Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
• Data-based ranking of realised volatility estimators (Q530606) (← links)
• Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (Q605016) (← links)
• Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
• Volatility contagion: a range-based volatility approach (Q738077) (← links)
• A note on the central limit theorem for bipower variation of general functions (Q927926) (← 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)
• Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
• Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691) (← links)
• Forecast the realized range-based volatility: the role of investor sentiment and regime switching (Q2161799) (← links)
• Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
• High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← 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)
• An Unbiased Measure of Integrated Volatility in the Frequency Domain (Q2789386) (← links)
• Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
• Discrete sine transform for multi-scale realized volatility measures (Q2893209) (← links)
• A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (Q2956061) (← links)
• Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
• Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
• Determining the integrated volatility via limit order books with multiple records (Q4555173) (← links)
• Using information quality for volatility model combinations (Q4683043) (← links)
• Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) (← links)
• Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
• A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874) (← 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)
• Optimal nonparametric range-based volatility estimation (Q6193007) (← links)