The Volatility of Realized Volatility (Q3539863)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Volatility of Realized Volatility |
scientific article |
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The Volatility of Realized Volatility (English)
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19 November 2008
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density forecasting
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finance
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HAR-GARCH
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normal inverse Gaussian distribution
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realized quarticity
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realized volatility
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