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Semiparametric volatility model with varying frequencies.

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Bibliographic Details
Title: Semiparametric volatility model with varying frequencies.
Authors: Benito, Jetrei Benedick R.1 (AUTHOR), Lansangan, Joseph Ryan G.1 (AUTHOR), Barrios, Erniel B.1,2 (AUTHOR) erniel.barrios@monash.edu
Source: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 9, p3474-3492. 19p.
Database: Mathematics Source
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Description
ISSN:03610918
DOI:10.1080/03610918.2024.2356236