Pages that link to "Item:Q277164"
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The following pages link to Measuring volatility with the realized range (Q277164):
Displayed 22 items.
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
- Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)
- Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
- Discrete sine transform for multi-scale realized volatility measures (Q2893209) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
- Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
- Using information quality for volatility model combinations (Q4683043) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)