Pages that link to "Item:Q494402"
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The following pages link to Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402):
Displayed 23 items.
- On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- From zero to hero: realized partial (co)variances (Q2106366) (← links)
- Equity clusters through the lens of realized semicorrelations (Q2126161) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Emergence of correlations between securities at short time scales (Q2160104) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading (Q4994680) (← links)
- Jumps and oil futures volatility forecasting: a new insight (Q5014220) (← links)
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY (Q5045336) (← links)
- (Q5143373) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
- Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)