Modeling daily realized futures volatility with singular spectrum analysis (Q1611123)
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scientific article; zbMATH DE number 1785333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling daily realized futures volatility with singular spectrum analysis |
scientific article; zbMATH DE number 1785333 |
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Modeling daily realized futures volatility with singular spectrum analysis (English)
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21 August 2002
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logarithmic standard deviations
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return series
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