Pages that link to "Item:Q2439047"
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The following pages link to Temporal aggregation of volatility models (Q2439047):
Displaying 25 items.
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Supply chain forecasting: theory, practice, their gap and the future (Q322825) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Causality effects in return volatility measures with random times (Q737283) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- GARCH and irregularly spaced data (Q1929030) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
