The following pages link to Realized Volatility: A Review (Q3539862):
Displayed 6 items.
- Realized volatility of index constituent stocks in Hong Kong (Q834300) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)