Asymptotic theory for QMLE for the real‐time GARCH(1,1) model
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DOI: 10.1111/jtsa.12578
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- Ding, Yashuang (Dexter), 2023. "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, vol. 232(2), pages 521-543.
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