HYBRID GARCH Models and Intra-Daily Return Periodicity

DOI10.2202/1941-1928.1095zbMath1266.91065OpenAlexW1968861744MaRDI QIDQ4928539

Fangfang Wang, Xilong Chen, Eric Ghysels

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1095

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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