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Factor Overnight GARCH-Ito Models Kim, Donggyu, Econometrics of High Frequency Data & Factor Models, European Conferences of the Econometrics Community, 2022-12-10 |
High-dimensional High-Frequency Regression Kim, Donggyu, The 5th International Conference on Econometrics and Statistics, Ecosta 2022, Ryukoku University, 2022-06-04 |
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