Realized Volatility and Long Memory: An Overview (Q3539861)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Volatility and Long Memory: An Overview |
scientific article |
Statements
Realized Volatility and Long Memory: An Overview (English)
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19 November 2008
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forecasting
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integrated variance
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realized quarticity
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realized volatility
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returns
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risk
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securities
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