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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.021 / rank
 
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Latest revision as of 10:05, 12 July 2024

scientific article
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Forecasting multivariate realized stock market volatility
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    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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