scholarly journals On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

2016 ◽  
Vol 36 (2) ◽  
pp. 181-206 ◽  
Author(s):  
František Čech ◽  
Jozef Baruník
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

scholarly journals Modelling and forecasting multivariate realized volatility

2010 ◽  
Vol 26 (6) ◽  
pp. 922-947 ◽  
Author(s):  
Roxana Chiriac ◽  
Valeri Voev
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

scholarly journals Modelling and Forecasting Noisy Realized Volatility

2009 ◽  
Author(s):  
Manabu Asai ◽  
Michael McAleer ◽  
Marcelo C. Medeiros
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

scholarly journals Modelling and forecasting noisy realized volatility

2012 ◽  
Vol 56 (1) ◽  
pp. 217-230 ◽  
Author(s):  
Manabu Asai ◽  
Michael McAleer ◽  
Marcelo C. Medeiros
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

The Relation between Implied and Realized Volatility

CFA Digest ◽  
1999 ◽  
Vol 29 (3) ◽  
pp. 80-81
Author(s):  
John H. Earl
Keyword(s):  
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External Shocks and the Heterogeneous Autoregressive Model of Realized Volatility

2017 ◽  
Vol 30 (2) ◽  
pp. 181-216
Author(s):  
Cheoljun Eom ◽  
◽  
Uk Chang ◽  
Jong Won Park
Keyword(s):  
Autoregressive Model ◽  
Realized Volatility ◽  
External Shocks
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