Pages that link to "Item:Q322677"
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The following pages link to Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677):
Displaying 11 items.
- Option pricing with conditional GARCH models (Q2028829) (← links)
- New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Forecasting volatility returns of oil price using gene expression programming approach. (Q2417034) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Co-jumping of treasury yield curve rates (Q6645253) (← links)
