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Latest revision as of 00:03, 27 August 2024

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Forecasting realized volatility: a review
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    Forecasting realized volatility: a review (English)
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    12 November 2018
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    asymmetry
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    HAR model
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    long-memory
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    market microstructure noise
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    realized covariance
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    realized variance
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    heterogeneous autoregressive (HAR) model
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    covariance matrix
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