Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect
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Lin, J.; Mao, Y.; Hao, H.; Liu, G. Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. Mathematics 2025, 13, 1506. https://doi.org/10.3390/math13091506
Lin J, Mao Y, Hao H, Liu G. Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. Mathematics. 2025; 13(9):1506. https://doi.org/10.3390/math13091506
Chicago/Turabian StyleLin, Jinguan, Yizhi Mao, Hongxia Hao, and Guangying Liu. 2025. "Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect" Mathematics 13, no. 9: 1506. https://doi.org/10.3390/math13091506
APA StyleLin, J., Mao, Y., Hao, H., & Liu, G. (2025). Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. Mathematics, 13(9), 1506. https://doi.org/10.3390/math13091506