Pages that link to "Item:Q134805"
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The following pages link to Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805):
Displaying 4 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
