Parsimonious Heterogeneous ARCH Models for High Frequency...

Parsimonious Heterogeneous ARCH Models for High Frequency Modeling

Ruilova, Juan Carlos, Morettin, Pedro Alberto
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Volume:
13
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm13020038
Date:
February, 2020
File:
PDF, 1.79 MB
2020
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