<?xml version="1.0" encoding="UTF-8"?>

<modsCollection xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.loc.gov/mods/v3" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-3.xsd">
<mods version="3.3">

<genre>working Paper</genre>

<titleInfo><title>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</title></titleInfo>





<name type="personal">
  <namePart type="given">Yuanhua</namePart>
  <namePart type="family">Feng</namePart>
  <role><roleTerm type="text">author</roleTerm> </role><identifier type="local">20760</identifier></name>







<name type="corporate">
  <namePart></namePart>
  <identifier type="local">206</identifier>
  <role>
    <roleTerm type="text">department</roleTerm>
  </role>
</name>

<name type="corporate">
  <namePart></namePart>
  <identifier type="local">475</identifier>
  <role>
    <roleTerm type="text">department</roleTerm>
  </role>
</name>









<originInfo><dateIssued encoding="w3cdtf">2013</dateIssued>
</originInfo>
<language><languageTerm authority="iso639-2b" type="code">eng</languageTerm>
</language>



<relatedItem type="host">
<part>
</part>
</relatedItem>


<extension>
<bibliographicCitation>
<ama>Feng Y. &lt;i&gt;Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects&lt;/i&gt;.; 2013.</ama>
<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} }</bibtex>
<mla>Feng, Yuanhua. &lt;i&gt;Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects&lt;/i&gt;. 2013.</mla>
<short>Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.</short>
<chicago>Feng, Yuanhua. &lt;i&gt;Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects&lt;/i&gt;, 2013.</chicago>
<apa>Feng, Y. (2013). &lt;i&gt;Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects&lt;/i&gt;.</apa>
<ieee>Y. Feng, &lt;i&gt;Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects&lt;/i&gt;. 2013.</ieee>
</bibliographicCitation>
</extension>
<recordInfo><recordIdentifier>4658</recordIdentifier><recordCreationDate encoding="w3cdtf">2018-10-11T11:19:17Z</recordCreationDate><recordChangeDate encoding="w3cdtf">2022-01-06T07:01:17Z</recordChangeDate>
</recordInfo>
</mods>
</modsCollection>
