FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2304447118> ?p ?o ?g. }

• W2304447118 endingPage "287" @default.
• W2304447118 startingPage "269" @default.
• W2304447118 abstract "We introduce the realized exponential GARCH model that can use multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between returns and volatility. We apply the model to 27 stocks and an exchange traded fund that tracks the S&P 500 index and find specifications with multiple realized measures that dominate those that rely on a single realized measure. The empirical analysis suggests some convenient simplifications and highlights the advantages of the new specification." @default.
• W2304447118 created "2016-06-24" @default.
• W2304447118 creator A5020513307 @default.
• W2304447118 creator A5026113025 @default.
• W2304447118 date "2016-03-17" @default.
• W2304447118 modified "2023-10-01" @default.
• W2304447118 title "Exponential GARCH Modeling With Realized Measures of Volatility" @default.
• W2304447118 cites W1546131222 @default.
• W2304447118 cites W1971567637 @default.
• W2304447118 cites W1979575715 @default.
• W2304447118 cites W1980002957 @default.
• W2304447118 cites W1980541697 @default.
• W2304447118 cites W1998038500 @default.
• W2304447118 cites W1998856889 @default.
• W2304447118 cites W1999814123 @default.
• W2304447118 cites W1999996900 @default.
• W2304447118 cites W2018090882 @default.
• W2304447118 cites W2027951671 @default.
• W2304447118 cites W2034906991 @default.
• W2304447118 cites W2054477007 @default.
• W2304447118 cites W2068138154 @default.
• W2304447118 cites W2075446822 @default.
• W2304447118 cites W2081845631 @default.
• W2304447118 cites W2086546462 @default.
• W2304447118 cites W2094006360 @default.
• W2304447118 cites W2112108085 @default.
• W2304447118 cites W2119649214 @default.
• W2304447118 cites W2126434678 @default.
• W2304447118 cites W2128569377 @default.
• W2304447118 cites W2140585983 @default.
• W2304447118 cites W2146774659 @default.
• W2304447118 cites W2152069558 @default.
• W2304447118 cites W2153941920 @default.
• W2304447118 cites W3023429964 @default.
• W2304447118 cites W3095114851 @default.
• W2304447118 cites W3121364726 @default.
• W2304447118 cites W3121487129 @default.
• W2304447118 cites W3122281927 @default.
• W2304447118 cites W3123118666 @default.
• W2304447118 cites W3123224097 @default.
• W2304447118 cites W3125412410 @default.
• W2304447118 cites W3125666236 @default.
• W2304447118 cites W4244792406 @default.
• W2304447118 doi "https://doi.org/10.1080/07350015.2015.1038543" @default.
• W2304447118 hasPublicationYear "2016" @default.
• W2304447118 type Work @default.
• W2304447118 sameAs 2304447118 @default.
• W2304447118 citedByCount "118" @default.
• W2304447118 countsByYear W23044471182012 @default.
• W2304447118 countsByYear W23044471182013 @default.
• W2304447118 countsByYear W23044471182014 @default.
• W2304447118 countsByYear W23044471182015 @default.
• W2304447118 countsByYear W23044471182016 @default.
• W2304447118 countsByYear W23044471182017 @default.
• W2304447118 countsByYear W23044471182018 @default.
• W2304447118 countsByYear W23044471182019 @default.
• W2304447118 countsByYear W23044471182020 @default.
• W2304447118 countsByYear W23044471182021 @default.
• W2304447118 countsByYear W23044471182022 @default.
• W2304447118 countsByYear W23044471182023 @default.
• W2304447118 crossrefType "journal-article" @default.
• W2304447118 hasAuthorship W2304447118A5020513307 @default.
• W2304447118 hasAuthorship W2304447118A5026113025 @default.
• W2304447118 hasBestOaLocation W23044471182 @default.
• W2304447118 hasConcept C117996083 @default.
• W2304447118 hasConcept C134306372 @default.
• W2304447118 hasConcept C149782125 @default.
• W2304447118 hasConcept C151376022 @default.
• W2304447118 hasConcept C162324750 @default.
• W2304447118 hasConcept C23922673 @default.
• W2304447118 hasConcept C24189920 @default.
• W2304447118 hasConcept C33923547 @default.
• W2304447118 hasConcept C41008148 @default.
• W2304447118 hasConcept C60092789 @default.
• W2304447118 hasConcept C91602232 @default.
• W2304447118 hasConceptScore W2304447118C117996083 @default.
• W2304447118 hasConceptScore W2304447118C134306372 @default.
• W2304447118 hasConceptScore W2304447118C149782125 @default.
• W2304447118 hasConceptScore W2304447118C151376022 @default.
• W2304447118 hasConceptScore W2304447118C162324750 @default.
• W2304447118 hasConceptScore W2304447118C23922673 @default.
• W2304447118 hasConceptScore W2304447118C24189920 @default.
• W2304447118 hasConceptScore W2304447118C33923547 @default.
• W2304447118 hasConceptScore W2304447118C41008148 @default.
• W2304447118 hasConceptScore W2304447118C60092789 @default.
• W2304447118 hasConceptScore W2304447118C91602232 @default.
• W2304447118 hasIssue "2" @default.
• W2304447118 hasLocation W23044471181 @default.
• W2304447118 hasLocation W23044471182 @default.
• W2304447118 hasLocation W23044471183 @default.
• W2304447118 hasLocation W23044471184 @default.
• W2304447118 hasLocation W23044471185 @default.
• W2304447118 hasOpenAccess W2304447118 @default.
• W2304447118 hasPrimaryLocation W23044471181 @default.
• W2304447118 hasRelatedWork W2020120189 @default.
• W2304447118 hasRelatedWork W2044646743 @default.
• W2304447118 hasRelatedWork W2085642832 @default.
• W2304447118 hasRelatedWork W2109106140 @default.

• next