Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236)
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scientific article; zbMATH DE number 7734251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects |
scientific article; zbMATH DE number 7734251 |
Statements
Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (English)
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5 September 2023
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HAR
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heterogeneous auto-regressive
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NIG
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realized variance
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realized-GARCH
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SGED
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0.85931057
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0.8363072
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0.8178231
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0.8158928
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0.8140968
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