Pages that link to "Item:Q2150399"
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The following pages link to Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399):
Displaying 7 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- Extended realized GARCH models (Q1627897) (← links)
- Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)