Q2902624 (Q2902624): Difference between revisions
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Revision as of 11:54, 28 February 2024
scientific article
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scientific article |
Statements
21 August 2012
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financial data
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time series
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volatility
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forecasting
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AR
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MA
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ARMA
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GARCH models
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value at risk
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expected shortfall
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high-frequency data
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market microstructure
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quantile regression
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