Realized stochastic volatility with general asymmetry and long memory (Q2398614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized stochastic volatility with general asymmetry and long memory |
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Realized stochastic volatility with general asymmetry and long memory (English)
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18 August 2017
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stochastic volatility
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realized measure
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long memory
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asymmetry
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Whittle likelihood
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asymptotic distribution
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forecasting performance
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