International market links and volatility transmission (Q528027)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | International market links and volatility transmission |
scientific article |
Statements
International market links and volatility transmission (English)
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12 May 2017
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conditional independence
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jump-diffusion
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noncausality
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quadratic variation
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realized variance
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