Model Selection for Volatility Prediction (Q2956059): Difference between revisions
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Revision as of 10:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Selection for Volatility Prediction |
scientific article |
Statements
Model Selection for Volatility Prediction (English)
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16 January 2017
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non-ergodic diffusions
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stable convergence
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stochastic differential equation
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volatility
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model selection
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information criterion
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