Pages that link to "Item:Q299250"
From MaRDI portal
The following pages link to Out of sample forecasts of quadratic variation (Q299250):
Displayed 22 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Volatility forecasting and microstructure noise (Q737282) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons (Q2179530) (← links)
- High-frequency jump tests: which test should we use? (Q2224890) (← links)
- Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators (Q2893074) (← links)
- Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)