Pages that link to "Item:Q299252"
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The following pages link to Realized volatility forecasting and option pricing (Q299252):
Displaying 8 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
- Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (Q2792279) (← links)
