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Search: subject:"Realized range volatility"
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Caporin, Massimiliano
4
Bonaccolto, Giovanni
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Velo, Gabriel G.
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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The determinants of equity risk and their forecasting implications: A quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of Risk and Financial Management
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the
Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011843273
Saved in:
2
The determinants of equity risk and their forecasting implications : a quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of risk and financial management : JRFM
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the
Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011543141
Saved in:
3
Modeling and forecasting
realized
range
volatility
Caporin, Massimiliano
;
Velo, Gabriel G.
-
Dipartimento di Scienze Economiche "Marco Fanno", …
-
2011
In this paper, we estimate, model and forecast
Realized
Range
Volatility
, a new realized measure and estimator of the …
Persistent link: https://www.econbiz.de/10009021695
Saved in:
4
Realized
range
volatility
forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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