Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach (Q6563718)
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scientific article; zbMATH DE number 7872893
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| English | Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach |
scientific article; zbMATH DE number 7872893 |
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Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach (English)
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27 June 2024
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volatility forecasting
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periodic regime switching model
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out-of-sample
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jump process
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