Pages that link to "Item:Q737909"
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The following pages link to Integrated variance forecasting: model based vs. reduced form (Q737909):
Displaying 3 items.
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics (Q5864510) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)