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

Journal of Asset Management 2026

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Authors: Didit Budi Nugroho, Bambang Susanto, Faldy Tita, Takayuki Morimoto
DOI: 10.1057/s41260-026-00452-4
Cited by: 1
References: 45

Fields of Study & Subjects

Financial Risk and Volatility Modeling Credit Risk and Financial Regulations Stochastic processes and financial applications

Publication details

Journal / source
Journal of Asset Management
Publisher
Springer Science and Business Media LLC
Volume
27
Issue
2
Publication date
10 April 2026
Language
EN