Pages that link to "Item:Q2190218"

The following pages link to A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218):

Displaying 2 items.

• Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
• Mutual volatility transmission between assets and trading places (Q6184348) (← links)