Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios
{"title":"Semiparametric volatility model with varying frequencies","authors":"Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios","doi":"10.1080/03610918.2024.2356236","DOIUrl":null,"url":null,"abstract":"Time series data from various sources usually results to variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregati...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610918.2024.2356236","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Time series data from various sources usually results to variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregati...