ARFIMAX and ARFIMAX-TARCH realized volatility modeling (Q3183838)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARFIMAX and ARFIMAX-TARCH realized volatility modeling |
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ARFIMAX and ARFIMAX-TARCH realized volatility modeling (English)
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21 October 2009
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volatility forecasting
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