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Publications by Carla Ysusi
Estimating Integrated Volatility Using Absolute High-Frequency Returns
International Journal of Monetary Economics and Finance
Economics
Econometrics
Finance
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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
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Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
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Estimating Stochastic Volatility: The Rough Side to Equity Returns
Decisions in Economics and Finance
Economics
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High Frequency Data, Frequency Domain Inference and Volatility Forecasting
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Volatility of Aggregate Volatility and Hedge Fund Returns
Journal of Financial Economics
Management
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Economics
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Volatility Management of High Frequency Trading Environments
Estimating Stock Market Volatility Using Asymmetric GARCH Models
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A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns
Investment Management and Financial Innovations
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HYBRID-GARCH: A Generic Class of Models for Volatility Predictions Using High Frequency Data
Statistica Sinica
Uncertainty
Statistics
Probability