Extended realized GARCH models (Q1627897)
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scientific article; zbMATH DE number 6987870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended realized GARCH models |
scientific article; zbMATH DE number 6987870 |
Statements
Extended realized GARCH models (English)
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3 December 2018
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realized measures
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GARCH
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volatility forecasting
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