A simple joint model for returns, volatility and volatility of volatility (Q2682964)
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scientific article; zbMATH DE number 7648725
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| English | A simple joint model for returns, volatility and volatility of volatility |
scientific article; zbMATH DE number 7648725 |
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A simple joint model for returns, volatility and volatility of volatility (English)
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1 February 2023
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GARCH
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SV
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forecasting
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nowcasting
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volatility of volatility
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