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03/06/2023
HAR-Ito models and high-dimensional HAR modeling for high-frequency data
It is an important task to model realized volatilities for high-frequenc...
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01/14/2021
A new volatility model: GQARCH-Itô model
Volatility asymmetry is a hot topic in high-frequency financial market. ...
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04/06/2020
A calibration framework for high-resolution hydrological models using a multiresolution and heterogeneous strategy
Increasing spatial and temporal resolution of numerical models continues...
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07/05/2019
Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility
Low-frequency historical data, high-frequency historical data and option...
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07/02/2019