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Journal: Econometrics, 2025
Volume: 13
Number: 6
Article:
Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications
Authors:
by
Marcos Escobar-Anel, Sebastian Ferrando, Fuyu Li and Ke Xu
Link:
https://www.mdpi.com/2225-1146/13/1/6
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