Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535)
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scientific article; zbMATH DE number 7814020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective |
scientific article; zbMATH DE number 7814020 |
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Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (English)
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6 March 2024
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volatility forecasting
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robust loss function
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Huber minimization
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risk management
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crypto market
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