Results 311 to 313 of about 2,813,405 (313)

Structural changes and out-of-sample prediction of realized range-based variance in the stock market

, 2018
Xu Gong, Boqiang Lin
semanticscholar   +1 more source

Long Memory in Integrated and Realized Variance

, 2013
E. Rossi, P. Magistris
semanticscholar   +1 more source

Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility - Part II: An Approximate Distribution of Discrete Variance

, 2012
Artur Sepp
semanticscholar   +1 more source