An unbiased autoregressive conditional intraday seasonal variance filtering process (Q2893207): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Generalized autoregressive conditional heteroscedasticity
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+Differentiating intraday seasonalities through wavelet multi-scaling
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+Multivariate Stochastic Variance Models
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+Time series with periodic structure
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+On periodic and multiple autoregressions
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