Results 281 to 290 of about 10,453 (290)

Realizing smiles: Options pricing with realized volatility

Journal of Financial Economics, 2013
Fulvio Corsi, Nicola Fusari
exaly  

A forecast comparison of volatility models using realized volatility: evidence from the Bitcoin market

Applied Economics Letters, 2020
Takahiro Hattori
exaly  

ARFIMAX and ARFIMAX-TARCH realized volatility modeling

Journal of Applied Statistics, 2008
Stavros Degiannakis
exaly  

New evidence on the implied-realized volatility relation

European Journal of Finance, 2002
Bent Jesper Christensen
exaly  

Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities

Econometrica, 2005
Torben G Andersen, Tim Bollerslev, Nour Meddahi   +2 more
exaly  

Realized power variation and stochastic volatility models

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

REALIZED VOLATILITY DYNAMICS

2001
Michel M. Dacorogna, Ramazan Gençay, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet   +4 more
openaire   +1 more source

The Benefits of Bagging for Forecast Models of Realized Volatility

Econometric Reviews, 2010
Eric Hillebrand, Marcelo C Medeiros
exaly  

Realized Volatility and Covariance

2018
Massimo Guidolin, Manuela Pedio
openaire   +1 more source

Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market

Finance Research Letters, 2018
exaly