Pages that link to "Item:Q292000"
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The following pages link to A multiple indicators model for volatility using intra-daily data (Q292000):
Displayed 5 items.
- rumidas (Q128847) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Intra-daily information of range-based volatility for MEM-GARCH (Q1025346) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080) (← links)