Pages that link to "Item:Q6135344"
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The following pages link to Volatility models for stylized facts of high‐frequency financial data (Q6135344):
Displaying 10 items.
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570) (← links)
- Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
- Анализ высоковолатильных рынков с использованием метода Берга и фильтров Чебышева II рода и статистическое моделирование риска убыточнос (Q4960016) (← links)
- (Q4984477) (← links)
- Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)