The following pages link to Extended realized GARCH models (Q1627897):
Displaying 5 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)