Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive realized hyperbolic GARCH process: stability and estimation |
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Adaptive realized hyperbolic GARCH process: stability and estimation (English)
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11 May 2022
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realized HYGARCH model
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high-frequency data
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long memory
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realized measures
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structural changes
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