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"Good" and "bad" volatilities : a realized semivariance GARCH approach
Xu, Dinghai
- In:
Applied economics
56
(
2024
)
51
,
pp. 6391-6411
Persistent link: https://www.econbiz.de/10015073572
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A study on volatility spurious almost integration effect : a
threshold
realized
GARCH
approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
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