Pages that link to "Item:Q5095287"
From MaRDI portal
The following pages link to A new volatility model: GQARCH‐ItÔ model (Q5095287):
Displaying 4 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)