Forecasting volatility (Q2575551)
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scientific article; zbMATH DE number 2235636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting volatility |
scientific article; zbMATH DE number 2235636 |
Statements
Forecasting volatility (English)
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5 December 2005
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forecasting
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GARCH models
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stochastic volatility
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innovations
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heteroscedasticity
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conditional expectation
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ARCH(1) models
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0.7716068625450134
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0.7680174708366394
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0.762681245803833
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0.760637640953064
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0.7559569478034973
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