Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061)
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scientific article; zbMATH DE number 7157431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model |
scientific article; zbMATH DE number 7157431 |
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Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (English)
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24 January 2020
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