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Journal: Mathematics, 2025
Volume: 13
Number: 1506

Article: Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect
Authors: by Jinguan Lin, Yizhi Mao, Hongxia Hao and Guangying Liu
Link: https://www.mdpi.com/2227-7390/13/9/1506

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