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Showing
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1
Examining realized
volatility
regimes under a threshold stochastic
volatility
model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
Saved in:
2
Allowing for jump measurements in
volatility
: a high-frequency financial data analysis of individual stocks
Papavassiliou, Vassilios G.
- In:
Bulletin of economic research
68
(
2016
)
2
,
pp. 124-132
Persistent link: https://www.econbiz.de/10011496410
Saved in:
3
Modeling jumps and
volatility
of the indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012418200
Saved in:
4
Modeling jumps and
volatility
of the Indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10011639870
Saved in:
5
New
volatility
models under a Bayesian perspective : a case study
Cuervo, Edilberto Cepeda
;
Achcar, Jorge Alberto
; …
- In:
Economia aplicada : EA
18
(
2014
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10011449738
Saved in:
6
Forecasting
volatility
with time-varying
leverage
and
volatility
of
volatility
effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
7
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
8
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
9
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
10
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
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