Overnight GARCH-Itô Volatility Models
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Publication:6190733
DOI10.1080/07350015.2022.2116027arXiv2102.13467OpenAlexW3159295597MaRDI QIDQ6190733
Yazhen Wang, Minseok Shin, Donggyu Kim
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.13467
stochastic differential equationquasi-maximum likelihood estimationhigh-frequency financial datavolatility estimation and predictionlow-frequency financial data
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Cites Work
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