follow GARCH and stochastic volatility (SV). Under certain regularity conditions, we give asymptotic results for the …

Despite the growing interest in realized stochastic volatility models, their estimation techniques, such as simulated … maximum likelihood (SML), are computationally intensive. Based on the realized volatility equation, this study demonstrates … quasi-likelihood ratio tests favored the two-factor realized asymmetric stochastic volatility model with the standardized t …

realized measure of co-volatility matrix simultaneously. The paper also considers an alternative multivariate asymmetric …

memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the …