"Semiparametric volatility model with varying frequencies."

Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios (2025)

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DOI: 10.1080/03610918.2024.2356236

access: open

type: Journal Article

metadata version: 2025-11-09

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Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios:
Semiparametric volatility model with varying frequencies. Commun. Stat. Simul. Comput. 54(9): 3474-3492 (2025)

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