Pages that link to "Item:Q292000"
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The following pages link to A multiple indicators model for volatility using intra-daily data (Q292000):
Displaying 12 items.
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)
- Volatility-Related Exchange Traded Assets: An Econometric Investigation (Q6623211) (← links)
- New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
- Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
- A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (Q6634899) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
- Empirical risk minimization for time series: nonparametric performance bounds for prediction (Q6664628) (← links)
