Overnight GARCH-Itô Volatility Models (Q6190733)
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scientific article; zbMATH DE number 7813809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overnight GARCH-Itô Volatility Models |
scientific article; zbMATH DE number 7813809 |
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Overnight GARCH-Itô Volatility Models (English)
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6 March 2024
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high-frequency financial data
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low-frequency financial data
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quasi-maximum likelihood estimation
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stochastic differential equation
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volatility estimation and prediction
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