Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models |
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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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