1

Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model

Year:
2019
Language:
english
File:
PDF, 1.18 MB
english, 2019
2

Asset pricing model uncertainty

Year:
2019
Language:
english
File:
PDF, 29.70 MB
english, 2019
32

Long-Range Dependence in the Realized (Exponential) GARCH Framework

Year:
2017
Language:
english
File:
PDF, 1.53 MB
english, 2017