Pages that link to "Item:Q5864641"

The following pages link to The impact of jumps and leverage in forecasting covolatility (Q5864641):

Displaying 4 items.

• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
• The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
• Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
• <i>Econometric Reviews</i> honors Esfandiar Maasoumi (Q5864635) (← links)