HYBRID-GARCH: A Generic Class of Models for Volatility Predictions using High Frequency Data (Q3449029)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HYBRID-GARCH: A Generic Class of Models for Volatility Predictions using High Frequency Data |
scientific article |
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HYBRID-GARCH: A Generic Class of Models for Volatility Predictions using High Frequency Data (English)
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3 November 2015
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filtering
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GARCH jump diffusion
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HYBRID process
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realized measure
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temporal aggregation
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weak GARCH
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