On the test of the volatility proxy model (Q5055216)
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scientific article; zbMATH DE number 7632273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the test of the volatility proxy model |
scientific article; zbMATH DE number 7632273 |
Statements
On the test of the volatility proxy model (English)
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13 December 2022
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GARCH effect test
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GARCH model
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volatility proxy
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