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https://ideas.repec.org/p/tky/fseres/2009cf693.html Realized Volatility Risk Downloadable! In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in... realized volatility risk https://econpapers.repec.org/article/eeeriibaf/v_3a71_3ay_3a2024_3ai_3ac_3as0275531924002356.htm EconPapers: Financial stress and realized volatility: The case of agricultural commodities By Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch; Abstract: Given recent debates about the financialization of commodity markets, we... financial stress realized volatility the case econpapers https://ideas.repec.org/a/eee/ecofin/v60y2022ics1062940822000262.html The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence... Downloadable (with restrictions)! This paper aims to examine dynamic connectedness and hedging opportunities between the realized volatilities of clean energy... the dynamic realized volatility connectedness hedging https://econpapers.repec.org/paper/tinwpaper/20130092.htm EconPapers: Realized Volatility Risk By David Allen, Michael McAleer and Marcel Scharth; Abstract: This discussion paper led to an article in the Journal of Risk and Financial Management (2014).... realized volatility econpapers risk https://business.oregonstate.edu/faculty-and-research/research/publications-list/realized-volatility-forecasting-and-volatility Realized Volatility Forecasting and Volatility Spillovers: Evidence from Chinese Non-Ferrous Metals... realized volatility from chinese non ferrous forecasting https://ideas.repec.org/p/drm/wpaper/2017-20.html Testing for Extreme Volatility Transmission with Realized Volatility Measures Downloadable! This paper proposes a simple and parsimonious semi-parametric testing procedure for variance transmission. Our test focuses on conditional... testing extreme volatility transmission realized https://www.kellogg.northwestern.edu/academics-research/research/detail/2011/realized-laplace-transforms-for-estimation-of-jump-diffusive-volatility/ Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models | Kellogg School of... We develop an efficient and analytically tractable method for estimation of parametric volatility models that is robust to price-level jumps. The method... https://data.mendeley.com/datasets/xncch6w3x9/1 Data for: Time-varying risk aversion and realized gold volatility - Mendeley Data This file contains the (daily) data for the paper "Time-varying risk aversion and realized gold volatility" by Riza Demirer, Konstantinos Gkillas, Rangan... for time risk aversion data https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/realized-volatility-help-bond-yield-density-prediction-723786 Finance and Economics Discussion Series, Does Realized Volatility Help Bond Yield Density... We suggest using "realized volatility" as a volatility proxy to aid in model-based multivariate bond yield density forecasting. To do so, we develop a general... finance and economics discussion series https://data.mendeley.com/datasets/fdk624szg4/6 Replication Materials for "Bitcoin Volatility Modeling with Realized Measures and Jump Dynamics" -... REPLICATION_MATERIALS_py.zip contains the source code, synthetic data, a requirements.txt file, and a Readme.pdf file with detailed instructions for executing... replication materials bitcoin volatility https://mpra.ub.uni-muenchen.de/99398/ Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics... https://mpra.ub.uni-muenchen.de/79433/ Discerning lead-lag between fear index and realized volatility Munich Personal RePEc Archive