Volatility Modeling and Forecasting in High-Frequency Financial Time Series for Equity and Cryptocurrency Markets
Abstract
UNDER EMBARGO
Description
Selvaraju, N
Keywords
Volatility Modeling , Volatility Forecasting , Financial Econometrics , GARCH Models , Realized GARCH (RGARCH) , Realized EGARCH (REGARCH) , High-Frequency Data , Realized Measures of Volatility , Jump Processes , Jump-Robust Measures , Decomposition Techniques , EMD , VMD , BEMD , Cryptocurrency Markets , Bitcoin , Equity Markets , Value-at-Risk (VaR)
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