Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835)

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Daily nonparametric ARCH(1) model estimation using intraday high frequency data
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    Daily nonparametric ARCH(1) model estimation using intraday high frequency data (English)
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    17 June 2022
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    volatility function
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    volatility proxy
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    local polynomial estimation
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