{"department":[{"_id":"206"},{"_id":"475"}],"user_id":"10075","date_created":"2018-10-11T11:19:17Z","status":"public","type":"working_paper","year":"2013","date_updated":"2022-01-06T07:01:17Z","title":"Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects","language":[{"iso":"eng"}],"citation":{"chicago":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013.","apa":"Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>.","short":"Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.","ama":"Feng Y. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.","mla":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 2013.","ieee":"Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>. 2013.","bibtex":"@book{Feng_2013, title={Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}, author={Feng, Yuanhua}, year={2013} }"},"_id":"4658","author":[{"id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng"}]}