Documents High Volatile Markets HAR-RV and Macroeconomic News

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…

Documents High Volatile Markets HAR-RV Fed Funds Rate

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…

Documents High Volatile Markets HAR-RV Fed Funds Rate

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…

Documents Forecasting Realized Variance Using Jumps

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…