@article{multiplicativecomponentgarchmodelof,
  title = {Multiplicative Component GARCH Model of Intraday Volatility},
  author = {Xiufeng Yan},
  year = {2021},
  eprint = {2111.02376},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2111.02376v1},
}