GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577)
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scientific article; zbMATH DE number 7536063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH Model Estimation Using Estimated Quadratic Variation |
scientific article; zbMATH DE number 7536063 |
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GARCH Model Estimation Using Estimated Quadratic Variation (English)
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3 June 2022
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GARCH
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high-frequency data
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LAD
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quadratic variation
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