Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling returns volatility: realized GARCH incorporating realized risk measure |
scientific article |
Statements
Modeling returns volatility: realized GARCH incorporating realized risk measure (English)
0 references
27 June 2022
0 references
high-frequency data
0 references
volatility
0 references
realized GARCH
0 references
realized risk measures
0 references
0 references
0 references
0 references
0 references