Pages that link to "Item:Q4259384"
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The following pages link to Towards a unified framework for high and low frequency return volatility modeling (Q4259384):
Displaying 7 items.
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
