Pages that link to "Item:Q5964747"
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The following pages link to Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747):
Displayed 37 items.
- Forecasting realized volatility: a review (Q1622112) (← links)
- Forecasting financial market volatility using a dynamic topic model (Q1627814) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- From zero to hero: realized partial (co)variances (Q2106366) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- GARCH in spinor field (Q5233042) (← links)
- Forecasting realised volatility using ARFIMA and HAR models (Q5235453) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Score-driven models for realized volatility (Q6090596) (← links)
- Control charts for measurement error models (Q6120615) (← links)
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Optimal nonparametric range-based volatility estimation (Q6193007) (← links)