A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility

DOI10.1177/1471082X221080488MaRDI QIDQ6669952FDOQ6669952

Authors: Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi 

Publication date: 22 January 2025

Published in: Statistical Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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