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2 articles related to "Realized Volatility"

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Articles

Original Research

Published on 26 Nov 2020

Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility

in Social Physics

Shuanglian Chen
Hao Dong

Frontiers in Physics

doi 10.3389/fphy.2020.582817

3,963 views
7 citations

Original Research

Published on 05 Apr 2024

Multivariate realized volatility: an analysis via shrinkage methods for Brazilian market data

in Mathematical Finance

Leonardo Ieracitano Vieira
Márcio Poletti Laurini

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1379891

1,978 views