A conditional extreme value volatility estimator based on high-frequency returns (Q959736)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditional extreme value volatility estimator based on high-frequency returns |
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A conditional extreme value volatility estimator based on high-frequency returns (English)
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12 December 2008
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extreme value
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realized volatility
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high-frequency returns
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GARCH
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implied volatility
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