id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-26943	Zhao, Xiaohan	Option Pricing Based on REGARCH Model with High-Frequency Information	2024	7	.pdf	application/pdf	5061	275	65	[11] is given by 1 1 1 1 1 1 2 , t t t t t r h hr h z + + + + + = + − + (29) 2 2 1 1 2 max(0 ) Since volatility is time-varying and has a clustering effect, GARCH class of volatility models is effective in modeling volatility precisely.	cache/fbem-26943.pdf	txt/fbem-26943.txt