GERLACH, RICHARD HELMUT
GERLACH, RICHARD HELMUT
UNIVERSITA' DEGLI STUDI DI SALERNO
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Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models
2023-01-01 Gerlach, Richard; Naimoli, Antonio; Storti, Giuseppe
Extended Realized GARCH Models
2018-01-01 Storti, Giuseppe; Gerlach, RICHARD HELMUT
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
2022-01-01 Naimoli, Antonio; Gerlach, RICHARD HELMUT; Storti, Giuseppe
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics
2020-01-01 Gerlach, RICHARD HELMUT; Naimoli, Antonio; Storti, Giuseppe
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models | 1-gen-2023 | Gerlach, Richard; Naimoli, Antonio; Storti, Giuseppe | |
| Extended Realized GARCH Models | 1-gen-2018 | Storti, Giuseppe; Gerlach, RICHARD HELMUT | |
| Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators | 1-gen-2022 | Naimoli, Antonio; Gerlach, RICHARD HELMUT; Storti, Giuseppe | |
| Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics | 1-gen-2020 | Gerlach, RICHARD HELMUT; Naimoli, Antonio; Storti, Giuseppe |