Work

Dynamic Realized Beta Models Using Robust Realized Integrated Beta Estimator

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4083801

Authors: Donggyu Kim, Minseog Oh, Minjeong Song, Yazhen Wang

Institutions: Korea Advanced Institute of Science and Technology, U.S. National Science Foundation, University of Wisconsin–Madison

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4223896995

Cites:

Cited by: 2

Related to: 10