Links to time series
Pop-up to time series
Two-time series comparison
One figure comparison
"Market-component Affine Microscopic ARTCH with MA"
Pdf for the return, volatility and volatility increment
Moments for the pdf
Relative excess kurtosis for the pdf
Lagged correlation for
Lagged correlation for σ, ln(σ)
The correlation between the realized volatility and the historical volatility or historical volatility increment
The correlation with the centered volatility increment.
The trend and leverage effect
Fine grained vs coarse grained volatility
The centered volatility increment conditional on the historical volatility