Pages that link to "Item:Q3539861"
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The following pages link to Realized Volatility and Long Memory: An Overview (Q3539861):
Displaying 9 items.
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)