Score-driven models for realized volatility (Q6090596)
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scientific article; zbMATH DE number 7767739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Score-driven models for realized volatility |
scientific article; zbMATH DE number 7767739 |
Statements
Score-driven models for realized volatility (English)
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17 November 2023
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GB2 distribution
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HAR model
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heteroscedasticity
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volatility at risk
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weekly volatility pattern
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