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Record W4406298674 · doi:10.1111/jtsa.12812

High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models

2025· article· en· W4406298674 on OpenAlexafffund
Md. Nazmul Ahsan, Jean‐Marie Dufour

Bibliographic record

VenueJournal of Time Series Analysis · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsMcGill UniversityCenter for Interuniversity Research and Analysis on OrganizationsCanada Mortgage and Housing Corporation
FundersSocial Sciences and Humanities Research Council of CanadaNatural Sciences and Engineering Research Council of CanadaMitacsConcordia UniversityMcGill UniversityBank of CanadaToulouse School of EconomicsInternational Association for Applied EconometricsBanco SantanderAlexander von Humboldt-Stiftung
KeywordsStochastic volatilityVolatility (finance)MathematicsEconometricsInferenceConfidence intervalStatisticsComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

ABSTRACT We introduce a novel class of stochastic volatility models, which can utilize and relate many high‐frequency realized volatility (RV) measures to latent volatility. Instrumental variable methods provide a unified framework for estimation and testing. We study parameter inference problems in the proposed framework with nonstationary stochastic volatility and exogenous predictors in the latent volatility process. Identification‐robust methods are developed for a joint hypothesis involving the volatility persistence parameter and the autocorrelation parameter of the composite error (or the noise ratio). For inference about the volatility persistence parameter, projection techniques are applied. The proposed tests include Anderson‐Rubin‐type tests and their point‐optimal versions. For distributional theory, we provide finite‐sample tests and confidence sets for Gaussian errors, establish exact Monte Carlo test procedures for non‐Gaussian errors (possibly heavy‐tailed), and show asymptotic validity under weaker assumptions. Simulation results show that the proposed tests outperform the asymptotic test regarding size and exhibit excellent power in empirically realistic settings. The proposed inference methods are applied to IBM's price and option data (2009–2013). We consider 175 different instruments (IVs) spanning 22 classes and analyze their ability to describe the low‐frequency volatility. IVs are compared based on the average length of the proposed identification‐robust confidence intervals. The superior instrument set mostly comprises 5‐min HF realized measures, and these IVs produce confidence sets which show that the volatility process is nearly unit‐root. In addition, we find RVs with higher frequency yield wider confidence intervals than RVs with slightly lower frequency, indicating that these confidence intervals adjust to absorb market microstructure noise. Furthermore, when we consider irrelevant or weak IVs (jumps and signed jumps), the proposed tests produce unbounded confidence intervals. We also find that both RV and BV measures produce almost identical confidence intervals across all 14 subclasses, confirming that our methodology is robust in the presence of jumps. Finally, although jumps contain little information regarding the low‐frequency volatility, we find evidence that there may be a nonlinear relationship between jumps and low‐frequency volatility.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.563
Threshold uncertainty score0.505

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.025
GPT teacher head0.242
Teacher spread0.217 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes2
Has abstractyes

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