Pages that link to "Item:Q737260"

The following pages link to The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260):

Displaying 25 items.

• Optimization of nonlinear geological structure mapping using hybrid neuro-genetic techniques (Q410021) (← links)
• The VIX, the variance premium and stock market volatility (Q473230) (← links)
• A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
• Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
• Selecting the best forecasting-implied volatility model using genetic programming (Q1040021) (← links)
• Forecasting realized volatility: a review (Q1622112) (← links)
• Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
• A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← 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)
• Simple factor realized stochastic volatility models (Q2693373) (← links)
• The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities (Q2699616) (← links)
• Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
• Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← 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)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
• Benefit volatility-targeting strategies in lifetime pension pools (Q6607485) (← links)
• Co-jumping of treasury yield curve rates (Q6645253) (← links)