Pages that link to "Item:Q2079627"
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The following pages link to Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627):
Displaying 5 items.
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Statistical inference for unified Garch-Itô models with high-frequency financial data (Q2815047) (← links)
- Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)