Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data.

Fangrou Chai Yuan Li Xingfa Zhang Zhongxiu Chen

Published in: Symmetry (2023)

Keyphrases

high frequency
semi parametric
data analysis
temporal data
low frequency
image data
high quality
statistical inference
input data
data points
probabilistic model
multiresolution
data mining techniques
probability distribution
wavelet domain
prior knowledge
categorical data
machine learning