Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545)

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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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