Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse vector heterogeneous autoregressive modeling for realized volatility |
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Sparse vector heterogeneous autoregressive modeling for realized volatility (English)
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27 April 2022
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sparse vector heterogeneous autoregressive model
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realized volatility
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heterogeneous autoregressive (HAR) model
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stock market linkage
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