Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling returns volatility: realized GARCH incorporating realized risk measure |
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Modeling returns volatility: realized GARCH incorporating realized risk measure (English)
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27 June 2022
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high-frequency data
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volatility
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realized GARCH
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realized risk measures
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