High-frequency volatility estimation and forecasting with a novel Bayesian LGI model

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Publication:6635564

DOI10.1214/24-EJS2280MaRDI QIDQ6635564FDOQ6635564


Authors: Weiqing Gao, Ben Wu, Bo Zhang Edit this on Wikidata


Publication date: 12 November 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)








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