Pages that link to "Item:Q4687622"
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The following pages link to Time‐Varying Parameter Realized Volatility Models (Q4687622):
Displaying 11 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Realized power variation and stochastic volatility model (Q1431540) (← links)
- Forecasting stock market volatility: the role of gold and exchange rate (Q2129884) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
- (Q4688212) (← links)
- (Q5074406) (← links)
- Stochastic Volatility Model with Time‐dependent Skew (Q5312583) (← links)
- Modeling market impact and timing risk in volume time (Q5420710) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)