Time‐Varying Parameter Realized Volatility Models (Q4687622)
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scientific article; zbMATH DE number 6952618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time‐Varying Parameter Realized Volatility Models |
scientific article; zbMATH DE number 6952618 |
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Time‐Varying Parameter Realized Volatility Models (English)
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12 October 2018
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autoregressive volatility model
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specification test
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nonparametric statistic
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