working Paper
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Yuanhua
Feng
author 20760
206
department
475
department
2013
eng
Feng Y. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.
Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 2013.
Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>. 2013.
Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>.
@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} }
Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013.
46582018-10-11T11:19:17Z2022-01-06T07:01:17Z