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Real-time return extensions of realized GARCH models for improved risk management in asset markets

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Published in:Journal of Asset Management
Format: Online Article RSS Article
Published: 2026
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container_title Journal of Asset Management
description
discipline_display Management
discipline_facet Management
format Online Article
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genre Journal Article
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institution FRELIP
journal_source_facet Journal of Asset Management
publishDate 2026
publishDateSort 2026
record_format rss_article
spellingShingle Real-time return extensions of realized GARCH models for improved risk management in asset markets
Management
General
Management
sub_discipline_display General
sub_discipline_facet General
subject_display Management
General
Management
Management
General
Management
subject_facet Management
General
Management
title Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_auth Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_full Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_fullStr Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_full_unstemmed Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_short Real-time return extensions of realized GARCH models for improved risk management in asset markets
title_sort real-time return extensions of realized garch models for improved risk management in asset markets
topic Management
General
Management
url https://link.springer.com/article/10.1057/s41260-026-00452-4