Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677): Difference between revisions

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Latest revision as of 14:20, 9 December 2024

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Modeling and forecasting exchange rate volatility in time-frequency domain
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    Modeling and forecasting exchange rate volatility in time-frequency domain (English)
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    7 October 2016
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    realized GARCH
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    wavelet decomposition
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    jumps
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    multi-period-ahead volatility forecasting
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