Impact of overnight information on MEM volatility prediction (Q660060)
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scientific article; zbMATH DE number 6000091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of overnight information on MEM volatility prediction |
scientific article; zbMATH DE number 6000091 |
Statements
Impact of overnight information on MEM volatility prediction (English)
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25 January 2012
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volatility forecast
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multiplicative error model
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MEM
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overnight return
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