Overnight GARCH-Itô volatility models

Donggyu Kim, Minseok Shin, and Yazhen Wang

Year of publication:	2023
Authors:	Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen
Subject:	High-frequency financial data \| Low-frequency financial data \| Quasi-maximum likelihood estimation \| Stochastic differential equation \| Volatility estimation and prediction \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Prognoseverfahren \| Forecasting model \| Stochastischer Prozess \| Stochastic process \| Finanzmarkt \| Financial market \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/07350015.2022.2116027 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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