Think again: volatility asymmetry and volatility persistence (Q2697019)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Think again: volatility asymmetry and volatility persistence |
scientific article |
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Think again: volatility asymmetry and volatility persistence (English)
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17 April 2023
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quantile regression
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realized volatility
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volatility asymmetry
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volatility feedback
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volatility persistence
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