A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coupled component DCS-EGARCH model for intraday and overnight volatility |
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A coupled component DCS-EGARCH model for intraday and overnight volatility (English)
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18 June 2020
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DCS
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GAS
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GARCH
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size-based portfolios
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testing
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