Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-scale volatility models: theoretical properties of professionals’ practice |
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Large-scale volatility models: theoretical properties of professionals’ practice (English)
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22 April 2010
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GARCH
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RiskMetrics
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forecasting
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multivariate volatility model
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