Work

GARCH Parameter Estimation Using High-Frequency Data

Year: 2010

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbq017

Author: M. P. Visser

Institution: University of Amsterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1515511824

FWCI: 9.437

Cites: 36

Cited by: 55

Related to: 10