Forecasting realized volatility: a review (Q1622112)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting realized volatility: a review |
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Forecasting realized volatility: a review (English)
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12 November 2018
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asymmetry
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HAR model
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long-memory
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market microstructure noise
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realized covariance
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realized variance
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heterogeneous autoregressive (HAR) model
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covariance matrix
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