Pages that link to "Item:Q1782696"
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The following pages link to The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696):
Displaying 7 items.
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- On the universality of the volatility formation process: when machine learning and rough volatility agree (Q6549691) (← links)
