Pages that link to "Item:Q2398614"

The following pages link to Realized stochastic volatility with general asymmetry and long memory (Q2398614):

Displayed 9 items.

• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) ‎ (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) ‎ (← links)
• The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation (Q2398602) ‎ (← links)
• カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) ‎ (← links)
• Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) ‎ (← links)
• Data cloning estimation for asymmetric stochastic volatility models (Q5861027) ‎ (← links)
• (Q5879918) ‎ (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) ‎ (← links)
• Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) ‎ (← links)