Runs tests for assessing volatility forecastability in financial time series (Q704067)
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scientific article; zbMATH DE number 2127026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runs tests for assessing volatility forecastability in financial time series |
scientific article; zbMATH DE number 2127026 |
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Runs tests for assessing volatility forecastability in financial time series (English)
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12 January 2005
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Volatility forecasting
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Runs test
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Persistence measures
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