Antonio Naimoli, Giuseppe Storti. Multiple Measures Realized GARCH Models. In Nicola Salvati, Cira Perna, Stefano Marchetti, Raymond Chambers, editors, Studies in Theoretical and Applied Statistics - SIS 2021, Pisa, Italy, June 21-25. Volume 406 of pages 349-368, Springer, 2021. [doi]
Abstract is missing.