Forecasting realised volatility using ARFIMA and HAR models (Q5235453)
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scientific article; zbMATH DE number 7116174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting realised volatility using ARFIMA and HAR models |
scientific article; zbMATH DE number 7116174 |
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Forecasting realised volatility using ARFIMA and HAR models (English)
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11 October 2019
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high-frequency data
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market conditions
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market sectors
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realised variance
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ARFIMA
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