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Search: subject:"GARCH@CARR"
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ARCH model
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ARCH-Modell
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GARCH@CARR
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Volatility
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Estimation
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Forecasting model
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RealGARCH
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CARR
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Real-time information in high-frequency data
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Xie, Haibin
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Buyun, Xu
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Qi, Nan
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Wang, Shouyang
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Yu, Chengtan
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Finance research letters
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ECONIS (ZBW)
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Real-time GARCHCARR : A joint model of returns, realized measure of volatility and current intraday information
Buyun, Xu
;
Wu, Zhimin
-
2025
Persistent link: https://www.econbiz.de/10015372603
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2
Realized GARCH models : simpler is better
Xie, Haibin
;
Yu, Chengtan
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430955
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3
A new variant of RealGARCH for volatility modeling
Xie, Haibin
;
Qi, Nan
;
Wang, Shouyang
- In:
Finance research letters
28
(
2019
),
pp. 438-443
Persistent link: https://www.econbiz.de/10012388363
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