Pages that link to "Item:Q737280"
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The following pages link to Volatility forecast comparison using imperfect volatility proxies (Q737280):
Displayed 50 items.
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- Measuring volatility with the realized range (Q277164) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
- Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
- Option implied moments obtained through fuzzy regression (Q778074) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
- Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Optimal operational service levels in vendor managed inventory contracts -- an exact approach (Q2084047) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals (Q2135518) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Forecasting volatility with time-varying coefficient regressions (Q2187983) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)