Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach |
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Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (English)
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4 May 2015
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dynamic factor model
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overnight volatility
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realized volatility
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