Subject
Artificial Intelligence,Logic
Reference31 articles.
1. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econom.,1986
2. Multivariate GARCH models: a survey;Bauwens;J. Appl. Econom.,2006
3. Forecasting risk via realized GARCH, incorporating the realized range;Gerlach;Quant. Finance,2016
4. Option pricing with the realized GARCH model: an analytical approximation approach;Huang;J. Futures Mark.,2017
5. Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution;Wang;Quant. Finance,2018