Pages that link to "Item:Q609837"
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The following pages link to The economic value of volatility timing using a range-based volatility model (Q609837):
Displayed 6 items.
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- Macroeconomic fundamentals, jump dynamics and expected volatility (Q5139235) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)