Improving Time-Varying Volatility Estimates Using ProPar: a Score-Driven Application on High-Frequency Data

Additional Metadata
Thesis Advisor	Lange, R
Persistent URL	hdl.handle.net/2105/67172
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Bagirov, S. (2023, July 25). Improving Time-Varying Volatility Estimates Using ProPar: a Score-Driven Application on High-Frequency Data. Econometrie. Retrieved from http://hdl.handle.net/2105/67172

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