Nonparametric volatility prediction (Q6601087)
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scientific article; zbMATH DE number 7909790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric volatility prediction |
scientific article; zbMATH DE number 7909790 |
Statements
Nonparametric volatility prediction (English)
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10 September 2024
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GARCH
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forecast evaluation
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moving average
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nonparametric regression
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risk management
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