Medium-term horizon volatility forecasting: A comparative study (Q3607868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Medium-term horizon volatility forecasting: A comparative study |
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Medium-term horizon volatility forecasting: A comparative study (English)
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28 February 2009
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medium-term horizon
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volatility forecasting
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GARCH
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Ornstein-Uhlenbeck process
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realized volatility
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stochastic volatility
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Value-at-Risk
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