A Model for Multivariate Non-Negative Valued Processes in Financial Econometrics

Author:

Cipollini Fabrizio,Engle Robert F.,Gallo Giampiero M.

Publisher

Elsevier BV

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Continuous Time Analysis of Fleeting Discrete Price Moves;Journal of the American Statistical Association;2017-07-03

2. The dependence structure in volatility between Shanghai and Shenzhen stock market in China;China Finance Review International;2016-08-15

3. Exponential GARCH Modeling With Realized Measures of Volatility;Journal of Business & Economic Statistics;2016-03-17

4. Exponential GARCH Modeling with Realized Measures of Volatility;SSRN Electronic Journal;2015

5. Range Volatility: A Review of Models and Empirical Studies;Handbook of Financial Econometrics and Statistics;2014-08-09

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