Xilong Chen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
HYBRID-GARCH: A Generic Class of Models for Volatility Predictions using High Frequency Data
STATISTICA SINICA
2015-11-03Paper
HYBRID GARCH Models and Intra-Daily Return Periodicity
Journal of Time Series Econometrics
2013-06-14Paper


Research outcomes over time


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