Pages that link to "Item:Q3183838"
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The following pages link to ARFIMAX and ARFIMAX-TARCH realized volatility modeling (Q3183838):
Displaying 4 items.
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794) (← links)