High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model |
scientific article |
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High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (English)
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16 November 2021
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regime switch
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intensity modeling
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invariance
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stock return volatility
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