Localized Realized Volatility Modeling (Q5255678)
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scientific article; zbMATH DE number 6446509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Localized Realized Volatility Modeling |
scientific article; zbMATH DE number 6446509 |
Statements
Localized Realized Volatility Modeling (English)
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17 June 2015
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adaptive procedure
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autoregressive modelling
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local approach
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