A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
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Published:2022
Issue:
Volume:
Page:
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ISSN:1465-1211
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Container-title:Journal of Risk
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language:
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Short-container-title:JOR
Author:
Wu Xinyu,Xia Michelle,Zhang Huanming
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance
Cited by
1 articles.
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1. Forecasting VIX using two-component realized EGARCH model;The North American Journal of Economics and Finance;2023-07