Forecasting volatility (Q2575551)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility |
scientific article |
Statements
Forecasting volatility (English)
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5 December 2005
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forecasting
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GARCH models
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stochastic volatility
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innovations
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heteroscedasticity
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conditional expectation
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ARCH(1) models
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