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Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility - MaRDI portal

Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility

From MaRDI portal
Publication:6641048

DOI10.1111/jtsa.12729MaRDI QIDQ6641048

Hong-Xia Hao, Jinyu Fu, Jin-Guan Lin, Guangying Liu

Publication date: 20 November 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)









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