Pages that link to "Item:Q737275"

The following pages link to A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275):

Displaying 17 items.

• Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
• Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722) (← links)
• Data-based ranking of realised volatility estimators (Q530606) (← links)
• Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
• Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
• Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
• A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Modeling tick-by-tick realized correlations (Q2445693) (← links)
• Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
• The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
• DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
• Using information quality for volatility model combinations (Q4683043) (← links)
• Forecasting realised volatility using ARFIMA and HAR models (Q5235453) (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)