Pages that link to "Item:Q2343097"
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The following pages link to Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097):
Displaying 4 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)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)