High Volatile Markets HAR-RV and Macroeconomic News Motivation Examine how HAR-RV model differs in the financial sector data from 1997 compared to post July 2007 and post…
High Volatile Markets HAR-RV Fed Funds Rate Motivation Examine HAR-RV model differ in the financial sector data from 1997 compared to post July 2007 and post September 15…
High Volatile Markets HAR-RV Fed Funds Rate Motivation Examine HAR-RV model differ in the financial sector data from 1997 compared to post July 2007 and post September 15…
Forecasting Realized Variance Using Jumps Andrey Fradkin Econ 201 4/18/2007 Outline Theoretical Background The HAR-RV-CJ Model Is the HAR-RV-CJ model better than the HAR-RV…