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Realized GARCH: a joint model for returns and realized measures of volatility
by
Hansen, Peter Reinhard
,
Huang, Zhuo
,
Shek
,
Howard Howan
Published in
Journal of applied econometrics (Chichester, England)
(01.09.2012)
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Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility
by
Hansen, Peter Reinhard
,
Shek
,
Howard Howan
,
Huang, Zhuo
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economics
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statistics
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garch
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arma
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asset pricing, trading volume, bond interest rates
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dow
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economic models
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