Escobar-Anel, M., Ferrando, S., Li, F., & Xu, K. Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications. MDPI AG.
Chicago Style (17th ed.) CitationEscobar-Anel, Marcos, Sebastian Ferrando, Fuyu Li, and Ke Xu. Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications. MDPI AG.
MLA (9th ed.) CitationEscobar-Anel, Marcos, et al. Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications. MDPI AG.
Warning: These citations may not always be 100% accurate.