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31 results on '"REALIZED VARIANCE"'

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1. A Practical Guide to harnessing the HAR volatility model

2. Multivariate volatility forecasts for stock market indices

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3. Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting

4. Multivariate volatility forecasts for stock market indices

5. Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting

6. Essays on financial time series with a focus on high-frequency data

7. Univariate GARCH models with realized variance

8. Univariate GARCH models with realized variance

9. Sparse change-point HAR Models for realized variance

10. Sparse change-point HAR Models for realized variance

11. Forecasting the variance of stock index returns using jumps and cojumps

12. Exponential GARCH modeling with realized measures of volatility

13. Exponential GARCH modeling with realized measures of volatility

14. Exploiting the errors: A simple approach for improved volatility forecasting

15. Exploiting the errors: A simple approach for improved volatility forecasting

16. Intraday volatility forecast in Australian equity market

17. Intraday volatility forecast in Australian equity market

18. Exponential GARCH Modeling with Realized Measures of Volatility

19. Exponential GARCH Modeling with Realized Measures of Volatility

20. Exponential GARCH Modeling with Realized Measures of Volatility

21. Volatility Models

22. Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk

24. Realized Copula

25. Realized Copula

26. Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk

28. Realized Copula

29. Why do absolute returns predict volatility so well?

30. Essays in econometrics and time-series analysis

31. Identification of jumps in financial price series