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Search: subject:"Realized GARCH model"
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ARCH model
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Forecasting Chinese stock market volatility with high-frequency intraday and current return information
Wu, Xinyu
;
Zhao, An
;
Wang, Yuyao
;
Han, Yang
- In:
Pacific-Basin finance journal
86
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015097250
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2
A study on volatility spurious almost integration effect : a threshold realized GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
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3
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, Jimmy J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
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