Back to matchesWe found a matchYour institution may have rights to this item. Sign in to continue.TitleA new volatility model: GQARCH‐ItÔ model.AuthorsYuan, Huiling; Sun, Yulei; Xu, Lu; Zhou, Yong; Cui, XiangyuPublicationJournal of Time Series Analysis, 2022, Vol 43, Issue 3, p345ISSN0143-9782Publication typeArticleDOI10.1111/jtsa.12616