Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components |
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Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (English)
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6 January 2011
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intraday periodicity
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time-varying cyclical components
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volatility forecasts
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volatility persistence
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