# Realized Volatility Forecasting in the Presence of Time-Varying Noise

**Type:** Papers  
**Canonical URL:** https://picoportal.org/library/papers/realized-volatility-forecasting-in-the-presence-of-time-varying-noise/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Federico M. Bandi,Jeffrey R. Russell,Yang Chen |
| Citations | 23 |
| DOI | 10.1080/07350015.2013.803866 |
| Fields | Economics, Econometrics and Finance |
| Open Access | false |
| OA Status | closed |
| OpenAlex ID | https://openalex.org/W2133332820 |
| Type | article |
| Year | 2013 |

## Paper authors

- [Yang Chen](https://picoportal.org/library/researchers/yang-chen/)

## Paper journal

- [Journal of Business and Economic Statistics](https://picoportal.org/library/journals/journal-of-business-and-economic-statistics/)

## Paper primary topic

- [Financial Risk and Volatility Modeling](https://picoportal.org/library/topics/financial-risk-and-volatility-modeling/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://picoportal.org/library/topics/financial-risk-and-volatility-modeling/)
- [Market Dynamics and Volatility](https://picoportal.org/library/topics/market-dynamics-and-volatility/)
- [Stochastic processes and financial applications](https://picoportal.org/library/topics/stochastic-processes-and-financial-applications/)

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Source: PICO Portal — public research metadata, principally OpenAlex. See https://picoportal.org/library/sources/ for provenance and https://picoportal.org/library/methodology/ for what these figures mean.