The story of GARCH: a personal odyssey (Q2697967)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The story of GARCH: a personal odyssey |
scientific article |
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The story of GARCH: a personal odyssey (English)
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14 April 2023
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GARCH
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volatility clustering
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volatility modeling and forecasting
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realized volatility
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