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Realized Range Volatility Forecasting: Dynamic Features and Predictive Variables
2 of 31 checkable references need attention · checked 2026-08-28
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
References needing attention
does not resolve to a known work10.2307/1392185
does not resolve to a known work10.2307/2329067
The 29 checked references that resolve
resolves10.1111/j.1467-937x.2008.00474.x
Microstructure Noise, Realized Variance, and Optimal Sampling
resolves10.3982/ecta6495
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
resolves10.1111/1467-9868.00336
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
resolves10.1016/j.jeconom.2008.12.001
A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
resolves10.1016/j.jeconom.2010.03.014
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
resolves10.1002/9781118272039.ch8
Model Selection and Testing of Conditional and Stochastic Volatility Models
resolves10.1007/s00780-009-0089-9
Bias-correcting the realized range-based variance in the presence of market microstructure noise
resolves10.2139/ssrn.1737433
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
resolves10.1016/j.jeconom.2011.11.004
The conditional autoregressive Wishart model for multivariate stock market volatility
resolves10.1016/j.ijforecast.2009.01.010
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
resolves10.1016/j.jeconom.2008.09.032
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
resolves10.1016/j.jeconom.2010.03.034
Volatility forecast comparison using imperfect volatility proxies
resolves10.2139/ssrn.783986
Deja Vol: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.3150/bj/1165269149
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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