The following pages link to Realized Volatility: A Review (Q3539862):
Displaying 50 items.
- Econometric modelling in finance and risk management: an overview (Q299247) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
- Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Bias-corrected realized variance under dependent microstructure noise (Q543443) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Realized volatility of index constituent stocks in Hong Kong (Q834300) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Forecasting financial market volatility using a dynamic topic model (Q1627814) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies (Q1925618) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (Q2150391) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Variance risk: a bird's eye view (Q2182141) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
- Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
- Robust \(M\)-estimate of GJR model with high frequency data (Q2516046) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
- Equity portfolio diversification with high frequency data (Q4683074) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
- Large dimensional portfolio allocation based on a mixed frequency dynamic factor model (Q5095203) (← links)
- The influence of intraday seasonality on volatility transmission pattern (Q5234350) (← links)
- Bias-corrected realized variance (Q5860901) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics (Q5864510) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
