Forecasting risk via realized GARCH, incorporating the realized range (Q5001146)
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scientific article; zbMATH DE number 7372414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting risk via realized GARCH, incorporating the realized range |
scientific article; zbMATH DE number 7372414 |
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Forecasting risk via realized GARCH, incorporating the realized range (English)
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16 July 2021
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volatility estimation for financial asset returns
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