Real-time GARCHCARR : A joint model of returns, realized measure of volatility and current intraday information
Buyun Xu, Zhimin Wu
| Year of publication: |
2025
|
|---|---|
| Authors: | Buyun, Xu ; Wu, Zhimin |
| Subject: | GARCH@CARR | Real-time information in high-frequency data | Return density | Risk measurement | Volatility | Volatilität | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Messung | Measurement | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372603