Handbook of Volatility Models and Their Applications
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Published By John Wiley & Sons, Inc.

9781118272039, 9780470872512

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

HAR Modeling for Realized Volatility Forecasting

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch15 ◽

2012 ◽

pp. 363-382 ◽

Author(s):

Fulvio Corsi ◽

Francesco Audrino ◽

Roberto Renò

Keyword(s):

Realized Volatility ◽

Volatility Forecasting

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Forecasting High Dimensional Covariance Matrices

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch4 ◽

2012 ◽

pp. 103-125 ◽

Author(s):

Kevin Sheppard

Keyword(s):

Covariance Matrices ◽

High Dimensional

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Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch11 ◽

2012 ◽

pp. 269-291

Author(s):

Liangjun Su ◽

Aman Ullah ◽

Santosh Mishra ◽

Yun Wang

Keyword(s):

Volatility Models

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Realized Volatility: Theory and Applications

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch13 ◽

2012 ◽

pp. 317-345 ◽

Author(s):

Sujin Park ◽

Oliver Linton

Keyword(s):

Realized Volatility

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Relating Stochastic Volatility Estimation Methods

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch6 ◽

2012 ◽

pp. 147-174 ◽

Author(s):

Charles S. Bos

Keyword(s):

Stochastic Volatility ◽

Estimation Methods ◽

Volatility Estimation

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Multivariate Stochastic Volatility Models

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch7 ◽

2012 ◽

pp. 175-197 ◽

Author(s):

Yasuhiro Omori ◽

Tsunehiro Ishihara

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Volatility Models ◽

Multivariate Stochastic Volatility

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Index

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.index ◽

2012 ◽

pp. 537-543

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Mean, Volatility, and Skewness Spillovers in Equity Markets

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch5 ◽

2012 ◽

pp. 127-145 ◽

Author(s):

Aamir R. Hashmi ◽

Anthony S. Tay

Keyword(s):

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Locally Stationary Volatility Modeling

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.ch10 ◽

2012 ◽

pp. 249-268 ◽

Author(s):

Sébastien Van Bellegem

Keyword(s):

Volatility Modeling

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Frontmatter

Handbook of Volatility Models and Their Applications ◽

10.1002/9781118272039.fmatter ◽

2012 ◽

pp. i-xx

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