Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020)
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scientific article; zbMATH DE number 1794854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear modelling and forecasting of S\& P 500 volatility |
scientific article; zbMATH DE number 1794854 |
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Nonlinear modelling and forecasting of S\& P 500 volatility (English)
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3 September 2002
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nonlinear Markov modelling
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non-parametric model
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parametric model
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volatility forecasting
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