An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach |
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An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (English)
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28 July 2011
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high-frequency data
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local polynomial model
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non-parametric estimation
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stock index
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volatility function
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