Flexible Fourier form for volatility breaks (Q2691729)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible Fourier form for volatility breaks |
scientific article |
Statements
Flexible Fourier form for volatility breaks (English)
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30 March 2023
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ARCH
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flexible Fourier form
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GARCH
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spurious almost-integration
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