FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY (Q2810422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY |
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FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY (English)
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1 June 2016
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high-frequency data
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integrated volatility
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realised volatility
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