EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Generalized realized measures"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 1 ARCH-Modell 1 Capital income 1 Dynamic higher moments 1 Estimation 1 Forecasting model 1 Generalized realized measures 1 High-frequency volatility 1 Kapitaleinkommen 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 RGARCH-CARR-SK model 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Risk measurement 1 Schätzung 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Chen, Zhenlong 1 Liu, Junjie 1 Zhou, Qingnan 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
A RGARCH-CARR-SK model : a new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Liu, Junjie; Zhou, Qingnan; Chen, Zhenlong - 2025
Persistent link: https://www.econbiz.de/10015374491
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...