Cite
HARVARD Citation
Gerlach, R. et al. (2020). Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics. Quantitative finance. 20 (11), pp. 1849-1878. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Gerlach, R. et al. (2020). Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics. Quantitative finance. 20 (11), pp. 1849-1878. [Online].