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Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect
by
Jinguan Lin
,
Yizhi Mao
,
Hongxia Hao
,
Guangying Liu
Published 2025-05-01
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DOAJ
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Article
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Guangying Liu
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Hongxia Hao
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Jinguan Lin
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Yizhi Mao
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English
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