Pages that link to "Item:Q134810"
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The following pages link to Volatility analysis with realized GARCH-Itô models (Q134810):
Displaying 14 items.
- GARCHIto (Q134811) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- On a class of Ito stochastic differential equations (Q2687398) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- MCMC interweaving strategy for estimating stochastic volatility model and its application (Q6116260) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- High-frequency volatility estimation and forecasting with a novel Bayesian LGI model (Q6635564) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)
