Browse "School of Management Engineering(경영공학부)" byAuthorWang, Yazhen

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Volatility analysis with realized GARCH-Ito models

Song, Xinyu; Kim, Donggyuresearcher; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05

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