Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545)
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scientific article; zbMATH DE number 1327289
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| English | Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models |
scientific article; zbMATH DE number 1327289 |
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Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (English)
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14 June 2000
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ARCH
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conditional variances
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EGARCH
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volatility
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0.8273674845695496
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0.8086718916893005
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0.7924157977104187
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0.7922627925872803
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0.7623480558395386
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