Browse "College of Business(경영대학)" by Subject Volatility estimation and prediction
Showing results 1 to 2 of 2
| Overnight GARCH-Ito Volatility Models Kim, Donggyu; Shin, Minseok; Wang, Yazhen, JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.41, no.4, pp.1215 - 1227, 2023-10 |
| Volatility analysis with realized GARCH-Ito models Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05 |
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