Authors: Hansen, Peter Reinhard Lunde, Asger Voev, Valeri

Citation: Hansen, Peter Reinhard et al., Realized beta GARCH: a multivariate GARCH model with realized measures of volatility, Journal of applied econometrics , 29(5), 2014, pp. 774-799

Authors: Hansen, Peter Reinhard Huang, Zhuo Shek, Howard Howan

Citation: Hansen, Peter Reinhard et al., Realized GARCH: a joint model for returns and realized measures of volatility, Journal of applied econometrics , 27(6), 2012, pp. 877-906