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Extended realized GARCH models - MaRDI portal

Extended realized GARCH models (Q1627897)

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scientific article; zbMATH DE number 6987870
Language Label Description Also known as
English
Extended realized GARCH models
scientific article; zbMATH DE number 6987870

    Statements

    title
    Extended realized GARCH models (English)
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    author
    Giuseppe Storti
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    Richard Gerlach
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    publication date
    3 December 2018
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    zbMATH Keywords
    realized measures
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    GARCH
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    volatility forecasting
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    62M20
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    zbMATH DE Number
    6987870
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    OpenAlex ID
    W2795163916
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