Chasing volatility. A persistent multiplicative error model with jumps (Q2294516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chasing volatility. A persistent multiplicative error model with jumps |
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Chasing volatility. A persistent multiplicative error model with jumps (English)
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11 February 2020
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multiplicative error model
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volatility jumps
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bipower variation
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volatility-at-risk
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