{"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. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.","apa":"Feng, Y. (2013). Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects.","short":"Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.","ama":"Feng Y. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects.; 2013.","mla":"Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects. 2013.","ieee":"Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 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"}]}