Pages that link to "Item:Q1739867"
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The following pages link to Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867):
Displayed 9 items.
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)