Volatility conditional on price trends (Q3564812): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility conditional on price trends |
scientific article |
Statements
Volatility conditional on price trends (English)
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26 May 2010
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trend effect
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ARCH process
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volatility forecasting
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long memory
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