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A semiparametric GARCH model for foreign exchange volatility

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References

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2011A semiparametric stochastic volatility model63 cited
2009Semiparametric Estimator of Time Series Conditional Variance30 cited
2009Semiparametric and Nonparametric ARCH Modeling26 cited
2019Incorporating the RMB internationalization effect into its exchange rate volatility forecasting24 cited

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