Pages that link to "Item:Q4979934"
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The following pages link to ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934):
Displayed 17 items.
- 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)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2697965) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Estimation of error correction model with measurement errors (Q5036886) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Latent local-to-unity models (Q6049843) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)