A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility (Q6669952)
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scientific article; zbMATH DE number 7973610
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| English | A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility |
scientific article; zbMATH DE number 7973610 |
Statements
A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility (English)
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22 January 2025
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