The distribution of realized stock return volatility - ScienceDirect
A Theoretical Comparison Between Integrated and Realized Volatility Nour Meddahi
JRFM | Free Full-Text | A Bayesian Semiparametric Realized Stochastic Volatility Model
JRFM | Free Full-Text | Asymmetric Realized Volatility Risk
The distribution of realized stock return volatility - ScienceDirect
The distribution of realized stock return volatility - ScienceDirect
The distribution of realized stock return volatility - ScienceDirect
Tim Bollerslev | Scholars@Duke
PDF) Realized Volatility and Correlation
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach – topic of research paper in Economics and business. Download scholarly article PDF and read for free on CyberLeninka open science hub.
Bibliography - Measuring Market Risk - Wiley Online Library
PDF) Modeling and Forecasting Realized Volatility
Econometrics | Free Full-Text | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
MODELING AND FORECASTING REALIZED VOLATILITY
PDF) An Unbiased Measure of Realized Variance | Asger Lunde - Academia.edu
Roughing It Up:
PDF) Asymmetric effects and long memory in the volatility of Dow Jones stocks | Marcelo Medeiros - Academia.edu
Full article: Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model
The distribution of realized stock return volatility - ScienceDirect
The distribution of realized stock return volatility - ScienceDirect
Fat Tails, Tall Tales, Puppy Dog Tails
PDF) Modeling and Forecasting Realized Volatility
Full article: Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
