Pages that link to "Item:Q2190235"
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The following pages link to Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235):
Displaying 6 items.
- Impact of overnight information on MEM volatility prediction (Q660060) (← links)
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097) (← links)
- Coupled GARCH(1,1) model (Q6158437) (← links)