The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1773784909
@@ Property / OpenAlex ID: W1773784909 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5806
@@ Property / arXiv ID: 1309.5806 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+The fine-structure of volatility feedback. I: Multi-scale self-reflexivity
+Normal rank
@@ Property / cites work @@
+Quadratic ARCH Models
@@ Property / cites work: Quadratic ARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneous volatility cascade in financial markets
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 4
@@ Property / cites work: Handbook of econometrics. Vol. 4 / rank @@
+Normal rank