"Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency ..."

Fangrou Chai et al. (2023)

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DOI: 10.3390/SYM15040908

access: open

type: Journal Article

metadata version: 2023-05-09

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Fangrou Chai, Yuan Li, Xingfa Zhang, Zhongxiu Chen:
Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data. Symmetry 15(4): 908 (2023)

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