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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Xin-Yu Song

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Preprint Aug 2026

Network Realized GARCH--It\^o Models: Volatility Spillovers with High-Frequency Identification

We introduce a network realized GARCH-It\^o model in which volatility transmission is a dynamic relation among the latent daily integrated volatilities of multiple assets. An unknown directed and signed network is embedded in a continuous-time variance process and appears in the resulting exponential daily recursion. I...

Xin-Yu Song · 0 citations

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