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Black-Scholes formula 1 CRR-model 1 VaR 1 distributed volatility 1 financial market 1 forecast estimation of volatility 1 model ARCH 1 volatility 1
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Tinyakova, V. I. 1
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Review of Applied Socio-Economic Research 1
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The new approaches in econometric research of financial markets. Distributed volatility
Tinyakova, V. I. - In: Review of Applied Socio-Economic Research 4 (2012) 2, pp. 247-255
evaluate the distributed volatility is offered. Distributed volatility, however, as VaR, helps to evaluate the positive and …
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