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Estimation
Integrated variance
15
integrated variance
15
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12
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11
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10
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8
realized variance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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Journal of financial econometrics
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
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1
Challenges of
integrated
variance
estimation in emerging stock markets
Arnerić, Josip
;
Matković, Mario
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 713-739
Persistent link: https://www.econbiz.de/10012213665
Saved in:
2
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
3
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
A state space approach to estimating the
integrated
variance
under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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