The Relation between Implied and Realized Volatility

10.2469/dig.v29.n3.534 ◽

1999 ◽

Vol 29 (3) ◽

pp. 80-81

Author(s):

John H. Earl

Keyword(s):

Realized Volatility

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External Shocks and the Heterogeneous Autoregressive Model of Realized Volatility

Asian Review of Financial Research ◽

10.37197/arfr.2017.30.2.3 ◽

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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Realized Volatility and Correlation in Energy Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1032322 ◽

2007 ◽

Author(s):

Tao Wang ◽

Jingtao Wu ◽

Jian Yang

Keyword(s):

Futures Markets ◽

Realized Volatility ◽

Energy Futures ◽

Energy Futures Markets

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Realized Volatility and Jumps in the Athens Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1499210 ◽

2009 ◽

Author(s):

Dimitrios D. Thomakos ◽

Dimitrios I. Vortelinos

Keyword(s):

Stock Exchange ◽

Realized Volatility ◽

Athens Stock Exchange

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Optimal Threshold Selection for Realized Volatility Forecasts in the Presence of Jumps

SSRN Electronic Journal ◽

10.2139/ssrn.1714744 ◽

2010 ◽

Author(s):

Yixiao Sun ◽

Benjamin Fissel

Keyword(s):

Realized Volatility ◽

Optimal Threshold ◽

Threshold Selection ◽

Selection For ◽

Optimal Threshold Selection

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Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction

SSRN Electronic Journal ◽

10.2139/ssrn.2077214 ◽

2012 ◽

Author(s):

Yin Liao

Keyword(s):

Risk Prediction ◽

Realized Volatility ◽

Volatility Models

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A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2173197 ◽

2012 ◽

Author(s):

Reza Solgi ◽

Antonietta Mira

Keyword(s):

Realized Volatility ◽

Error Model ◽

Multiplicative Error ◽

Bayesian Semiparametric

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

SSRN Electronic Journal ◽

10.2139/ssrn.3099650 ◽

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 ◽

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Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of the US Banking Sector

SSRN Electronic Journal ◽

10.2139/ssrn.3274826 ◽

2018 ◽

Author(s):

Gianluca Cubadda ◽

Alain Hecq ◽

Antonio Riccardo

Keyword(s):

Banking Sector ◽

Realized Volatility ◽

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Structural Breaks in Realized Volatility: A Cautionary Tale

SSRN Electronic Journal ◽

10.2139/ssrn.3439067 ◽

2019 ◽

Author(s):

Simon Behrendt

Keyword(s):

Structural Breaks ◽

Realized Volatility ◽

Cautionary Tale

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Forecasting Realized Volatility of Crude Oil Futures Prices based on Variable Selection Approaches

SSRN Electronic Journal ◽

10.2139/ssrn.3701000 ◽

2020 ◽

Author(s):

Jiawen Luo ◽

Qiang Ji ◽

Tony Klein ◽

Thomas Walther

Keyword(s):

Variable Selection ◽

Crude Oil ◽

Realized Volatility ◽

Futures Prices ◽

Oil Futures ◽

Crude Oil Futures

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