Pages that link to "Item:Q4458360"
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The following pages link to ARMA representation of integrated and realized variances (Q4458360):
Displaying 16 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639) (← links)
- Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
