An alternative method for forecasting price volatility by combining models (Q5373882)
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scientific article; zbMATH DE number 6800811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative method for forecasting price volatility by combining models |
scientific article; zbMATH DE number 6800811 |
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An alternative method for forecasting price volatility by combining models (English)
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27 October 2017
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CDC
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combined models
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GARCH
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Kalman filter
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nonlinear time-series model
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SV
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volatility
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