Pages that link to "Item:Q726593"
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The following pages link to On the use of high frequency measures of volatility in MIDAS regressions (Q726593):
Displaying 4 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)