Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Daily nonparametric ARCH(1) model estimation using intraday high frequency data |
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Daily nonparametric ARCH(1) model estimation using intraday high frequency data (English)
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17 June 2022
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volatility function
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volatility proxy
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local polynomial estimation
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