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