Pages that link to "Item:Q2190218"
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The following pages link to A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218):
Displaying 8 items.
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097) (← links)
- Coupled GARCH(1,1) model (Q6158437) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)
- Mutual volatility transmission between assets and trading places (Q6184348) (← links)
- Modelling volatility dependence with score copula models (Q6553228) (← links)