Pages that link to "Item:Q292000"
From MaRDI portal
The following pages link to A multiple indicators model for volatility using intra-daily data (Q292000):
Displaying 30 items.
- A neural network enhanced volatility component model (Q4991057) (← links)
- Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- Uncertainty shocks of Trump election in an interval model of stock market (Q5014221) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
- Stock volatility predictability in bull and bear markets (Q5139219) (← links)
- Турбулентность и модель мультипликативного каскада волатильности (Q5141845) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
- (Q5879918) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)
- Volatility-Related Exchange Traded Assets: An Econometric Investigation (Q6623211) (← links)
- New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
- Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
- A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (Q6634899) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
- Empirical risk minimization for time series: nonparametric performance bounds for prediction (Q6664628) (← links)