Extended stochastic volatility models incorporating realised measures (Q1623565)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended stochastic volatility models incorporating realised measures |
scientific article |
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Extended stochastic volatility models incorporating realised measures (English)
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23 November 2018
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stochastic volatility
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realised volatility
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latent variables
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intraday price data
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combined volatility estimator
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