Modeling and forecasting persistent financial durations (Q5864631)
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scientific article; zbMATH DE number 7538199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and forecasting persistent financial durations |
scientific article; zbMATH DE number 7538199 |
Statements
Modeling and forecasting persistent financial durations (English)
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8 June 2022
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long memory
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multifractal models
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price durations
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realized volatility
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Whittle estimation
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