Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling systematic and idiosyncratic dynamics in panels of volatility measures |
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Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (English)
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6 August 2014
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vector multiplicative error model
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seminonparametric estimation
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volatility
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