Structural attribution of observed volatility clustering (Q291841)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural attribution of observed volatility clustering |
scientific article |
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Structural attribution of observed volatility clustering (English)
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10 June 2016
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volatility clustering
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induced volatility clustering
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structural attribution
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stochastic volatility
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ARCH
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