Pages that link to "Item:Q2691659"

The following pages link to Estimating stochastic volatility models using realized measures (Q2691659):

Displayed 4 items.

• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) ‎ (← links)
• The effect of intraday periodicity on realized volatility measures (Q2696331) ‎ (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) ‎ (← links)
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) ‎ (← links)