Work

Hierarchical modeling of multiple synchronized irregularly spaced financial returns

Year: 2026

Type: article

Source: Statistica Neerlandica

DOI: 10.1111/stan.70030

Authors: Sreeram Anantharaman, Nalini Ravishanker, Sumanta Basu

Institutions: University of Connecticut, Brown University, Cornell University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Division of Mathematical Sciences

Awards: G1458496280, G163579840, G5758931616

OpenAlex ID: W7162686392

FWCI:

Cites: 28

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