Pages that link to "Item:Q4670770"
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The following pages link to Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770):
Displayed 34 items.
- Power variation of some integral fractional processes (Q850768) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Aging in financial market (Q944810) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- Power variation of multiple fractional integrals (Q2454693) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- Are volatility estimators robust with respect to modeling assumptions? (Q2469643) (← links)
- Estimation and prediction of a non-constant volatility (Q2471733) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- Simultaneity and non-linear variability in financial markets: simulation and forecasting (Q3439769) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Moving Average-Based Estimators of Integrated Variance (Q3539864) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Semiparametric estimation of Value at Risk (Q4458356) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (Q4658676) (← links)
- The use of the variogram in construction of stationary time series models (Q4660533) (← links)
- Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)