Lin, J., Mao, Y., Hao, H., & Liu, G. Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. MDPI AG.
Chicago Style (17th ed.) CitationLin, Jinguan, Yizhi Mao, Hongxia Hao, and Guangying Liu. Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. MDPI AG.
MLA (9th ed.) CitationLin, Jinguan, et al. Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. MDPI AG.
Warning: These citations may not always be 100% accurate.