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Semiparametric volatility model with varying frequencies.

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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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An: 188444738
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Semiparametric volatility model with varying frequencies.
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  Data: <searchLink fieldCode="JN" term="%22Communications+in+Statistics%3A+Simulation+%26+Computation%22">Communications in Statistics: Simulation & Computation</searchLink>. 2025, Vol. 54 Issue 9, p3474-3492. 19p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1080/03610918.2024.2356236
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 3474
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      – TitleFull: Semiparametric volatility model with varying frequencies.
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            NameFull: Benito, Jetrei Benedick R.
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            NameFull: Lansangan, Joseph Ryan G.
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            NameFull: Barrios, Erniel B.
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              Text: 2025
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              Y: 2025
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              Value: 54
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              Value: 9
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            – TitleFull: Communications in Statistics: Simulation & Computation
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