Pages that link to "Item:Q1623565"
From MaRDI portal
The following pages link to Extended stochastic volatility models incorporating realised measures (Q1623565):
Displaying 12 items.
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Extended realized GARCH models (Q1627897) (← links)
- The split-SV model (Q1659144) (← links)
- An extension of stochastic volatility model with mixed frequency information (Q1673463) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Estimating stochastic volatility models using realized measures (Q2691659) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models (Q3374324) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- (Q5879918) (← links)
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)