Pages that link to "Item:Q302179"

The following pages link to Predictive density estimators for daily volatility based on the use of realized measures (Q302179):

Displaying 9 items.

• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Realized volatility forecasting and market microstructure noise (Q737278) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)