High-frequency-based volatility model with network structure (Q6641045)
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scientific article; zbMATH DE number 7947023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency-based volatility model with network structure |
scientific article; zbMATH DE number 7947023 |
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High-frequency-based volatility model with network structure (English)
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20 November 2024
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high-frequency data
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low-frequency data
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network structure
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quasi-maximum likelihood estimators
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volatility prediction power
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