Abstract
Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
Published Version
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https://doi.org/10.1016/j.najef.2025.102368
Publication Date: Jan 1, 2025 |
Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
Join us for a 30 min session where you can share your feedback and ask us any queries you have
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