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

@article{didit2026,
  title        = {{Real-time return extensions of realized GARCH models for improved risk management in asset markets}},
  author       = {Didit Budi Nugroho et al.},
  journal      = {The Journal of Asset Management},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1057/s41260-026-00452-4},
}

TY  - JOUR
TI  - Real-time return extensions of realized GARCH models for improved risk management in asset markets
AU  - al., Didit Budi Nugroho et
JO  - The Journal of Asset Management
PY  - 2026
ER  -

Didit Budi Nugroho et al. (2026). Real-time return extensions of realized GARCH models for improved risk management in asset markets. *The Journal of Asset Management*. https://doi.org/https://doi.org/10.1057/s41260-026-00452-4

Didit Budi Nugroho et al.. "Real-time return extensions of realized GARCH models for improved risk management in asset markets." *The Journal of Asset Management* (2026). https://doi.org/https://doi.org/10.1057/s41260-026-00452-4.

Real-time return extensions of realized GARCH models for improved risk management in asset markets
Didit Budi Nugroho et al. · The Journal of Asset Management · 2026
https://doi.org/https://doi.org/10.1057/s41260-026-00452-4