The following pages link to (Q5309198):
Displaying 14 items.
- Realized range-based estimation of integrated variance (Q289157) (← links)
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Box-Cox transforms for realized volatility (Q737272) (← links)
- Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Modeling tick-by-tick realized correlations (Q2445693) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
