Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150): Difference between revisions

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Latest revision as of 01:39, 6 July 2024

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Long memory and nonlinearities in realized volatility: a Markov switching approach
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    Long memory and nonlinearities in realized volatility: a Markov switching approach (English)
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    30 December 2012
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    switching-regime
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    long memory
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    MCMC
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    forecasting
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