Results 241 to 249 of about 719,605 (249)

New Evidence on the Implied-Realized Volatility Relation

European Journal of Finance, 2002
Bent Jesper Christensen
exaly  

ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling

Journal of Applied Statistics, 2008
Stavros Degiannakis
exaly  

Realized Power Variation and Stochastic Volatility Models

Bernoulli, 2003
Neil Shephard, Ole E. Barndorff-Nielsen
exaly  

Intra-Day Realized Volatility for European and USA Stock Indices

Global Finance Journal, 2016
Christos Floros, Stavros Degiannakis
exaly  

Comparison of Realized Measure and Implied Volatility in Forecasting Volatility

Journal of Forecasting, 2013
Heejoon Han
exaly  

Asymmetric Relationship Between Order Imbalance and Realized Volatility: Evidence From the Australian Market

International Review of Economics and Finance, 2019
Hung Xuan Do, Emawtee Bissoondoyal-Bheenick, Robert Brooks   +2 more
exaly  

Box–Cox Transforms for Realized Volatility

Journal of Econometrics, 2011
Sílvia Gonçalves, Nour Meddahi
exaly  

Forecasting Realized Volatility Based on the Truncated Two-Scales Realized Volatility Estimator (TTSRV): Evidence From China's Stock Market

Finance Research Letters, 2018
exaly  

HAR Modeling for Realized Volatility Forecasting

2012
Roberto Renò, Francesco Audrino, Fulvio Corsi   +2 more
exaly