State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data
Year of publication: |
[2021]
|
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Authors: | Chun, Dohyun ; Kim, Donggyu |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (60 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 26, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3793533 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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