Realized Volatility of Precious Metal Returns: HAR-RV

doi 10.2991/icefs-17.2017.73
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Atlantis Press

Related search

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

SSRN Electronic Journal
2011English

Lassoing the Har Model: A Model Selection Perspective on Realized Volatility Dynamics

SSRN Electronic Journal
2013English

Quantile Forecasts of Daily Exchange Rate Returns From Forecasts of Realized Volatility

Journal of Empirical Finance
EconomicsFinanceEconometrics
2008English

Sparse Change-Point Har Models for Realized Variance

SSRN Electronic Journal
2016English

Sparse Change-Point HAR Models for Realized Variance

Econometric Reviews
EconomicsEconometrics
2018English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2017English

Forecasting Realized Volatility With Changes of Regimes

SSRN Electronic Journal
2014English

Role of Precious Metal Catalysts

2012English

Measuring Volatility With the Realized Range

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy