A multiple indicators model for volatility using intra-daily data (Q292000): Difference between revisions

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Latest revision as of 03:06, 12 July 2024

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A multiple indicators model for volatility using intra-daily data
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    A multiple indicators model for volatility using intra-daily data (English)
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    10 June 2016
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    volatility modeling
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    volatility forecasting
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    GARCH
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    VIX
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    high-low range
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    realized volatility
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