Results for Stock return volatility

Publications & Outputs

1. High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model

   Li, Y., Nolte, I. & Nolte, S., 31/03/2021, In: Journal of Economic Dynamics and Control. 124, 20 p., 104077.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review