Forecasting multivariate realized stock market volatility (Q737267)
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scientific article; zbMATH DE number 6610565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting multivariate realized stock market volatility |
scientific article; zbMATH DE number 6610565 |
Statements
Forecasting multivariate realized stock market volatility (English)
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10 August 2016
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HAR-RV model
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realized volatility
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covariance matrix
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factor model
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