Pages that link to "Item:Q530606"
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The following pages link to Data-based ranking of realised volatility estimators (Q530606):
Displayed 11 items.
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Forecasting financial market volatility using a dynamic topic model (Q1627814) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097) (← links)
- A new volatility model: GQARCH‐ItÔ model (Q5095287) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Sensitivity measures based on scoring functions (Q6167385) (← links)
- Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book (Q6187364) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)