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A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility - MaRDI portal

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A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility

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Publication:6669952

DOI10.1177/1471082X221080488MaRDI QIDQ6669952

Author name not available (Why is that?)

Publication date: 22 January 2025

Published in: (Search for Journal in Brave)





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