Pages that link to "Item:Q5212061"
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The following pages link to Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061):
Displaying 3 items.
- Stock market volatility and public information flow: a non-linear perspective (Q2036993) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273) (← links)
