Pages that link to "Item:Q5226150"
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The following pages link to Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150):
Displaying 3 items.
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Score-driven models for realized volatility (Q6090596) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
