Extended realized GARCH models
type: Item
instance of: scholarly article
title: Extended realized GARCH models
zbMATH Open document ID: 1402.62199
DOI: 10.1007/978-3-319-73906-9_14
author: Giuseppe Storti
author: Richard Gerlach
publication date: 2018-12-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6987870
zbMATH Keywords: realized measures
zbMATH Keywords: GARCH
zbMATH Keywords: volatility forecasting
MaRDI profile type: Publication
full work available at URL: 978-3-319-73906-9 14
OpenAlex ID: W2795163916
description: scientific article; zbMATH DE number 6987870