SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Microstructure noise, realized volatility, and optimal sampling
0 references·2 citing·9 second hop
Microstructure noise, realized volatility, and optimal sampling (2004)Microstructure noise, realized volatility…Realized stochastic volatility with leverage and long memory (2013)Realized stochastic volatilit…Properties of realized variance for a pure jump process: calendar time sampling versus business time sampling (2004)Properties of realized varian…The valuation of options for alternative stochastic processes (1976)Modeling and Forecasting Realized Volatility (2003)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Pricing multivariate currency options with copulas (2006)Estimation of a microfounded herding model on German survey expectations (2007)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling interest rate volatility: A Realized GARCH approach (2015)Realized stochastic volatility with general asymmetry and long memory (2017)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2013Realized stochastic volatility with leverage and long memory44 cited
  • 2004Properties of realized variance for a pure jump process: calendar time sampling versus business time sampling43 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work