Pages that link to "Item:Q2294516"
From MaRDI portal
The following pages link to Chasing volatility. A persistent multiplicative error model with jumps (Q2294516):
Displayed 5 items.
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Forecasting realised volatility using ARFIMA and HAR models (Q5235453) (← links)
- Score-driven models for realized volatility (Q6090596) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)