Pages that link to "Item:Q5030954"
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The following pages link to State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954):
Displaying 3 items.
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
