Volatility modeling and prediction: the role of price impact (Q5120732)
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scientific article; zbMATH DE number 7247989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility modeling and prediction: the role of price impact |
scientific article; zbMATH DE number 7247989 |
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Volatility modeling and prediction: the role of price impact (English)
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16 September 2020
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market microstructure
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Chinese stock market
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panel vector autoregression
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volatility modeling
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