Showing 1 - 2 results of 2 for search '"realized volatility"', query time: 0.02s Refine Results
  1. 1
    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil

    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil by Victor Bello Accioly, Beatriz Vaz de Melo Mendes

    Published 2016-01-01
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  2. 2
    An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market

    An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market by Bohan Zhao, Hong Yin, Yonghong Long

    Published 2024-12-01
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