scholarly journals ARFIMAX and ARFIMAX-TARCH realized volatility modeling

2008 ◽  
Vol 35 (10) ◽  
pp. 1169-1180 ◽  
Author(s):  
Stavros Degiannakis
Keyword(s):  
Realized Volatility ◽  
Volatility Modeling

scholarly journals Localized Realized Volatility Modeling

2010 ◽  
Vol 105 (492) ◽  
pp. 1376-1393 ◽  
Author(s):  
Ying Chen ◽  
Wolfgang Karl Härdle ◽  
Uta Pigorsch
Keyword(s):  
Realized Volatility ◽  
Volatility Modeling

The Relation between Implied and Realized Volatility

CFA Digest ◽  
1999 ◽  
Vol 29 (3) ◽  
pp. 80-81
Author(s):  
John H. Earl
Keyword(s):  
Realized Volatility

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

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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