Pages that link to "Item:Q134805"
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The following pages link to Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805):
Displayed 12 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- GARCHIto (Q134811) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data (Q2815047) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- A new volatility model: GQARCH‐ItÔ model (Q5095287) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)