Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility

Peter Reinhard Hansen; Asger Lunde; Valeri Voev

Year of publication:	2012
Authors:	Hansen, Peter Reinhard ; Lunde, Asger ; Voev, Valeri
Publisher:	Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat)
Subject:	ARCH-Modell \| ARCH model \| Betafaktor \| Beta risk \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis

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