Functional data analysis for volatility (Q738082)
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scientific article; zbMATH DE number 6616983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional data analysis for volatility |
scientific article; zbMATH DE number 6616983 |
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Functional data analysis for volatility (English)
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15 August 2016
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diffusion model
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functional principal component
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functional regression
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high frequency trading
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market returns
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prediction
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volatility process
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trajectories of volatility
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