19 Av Franklin Roosevelt
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Realized measures, noise, jumps, synchronization
Realized GARCH models, high-frequency data, long memory, realized measures.
commodities, futures markets, portfolio selection, Realized Beta GARCH
Realized LGARCH, Value-at-Risk, density forecasts, realized measures of volatility
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