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Izzeldin, M.
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Izzeldin, M.
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Forecasting realised volatility using ARFIMA and HAR models
by
Hassan, M.K
,
Izzeldin
,
M
.
,
Pappas, V.
,
Tsionas, M.
Published 2019
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Related Subjects
ARFIMA
HAR
High-frequency data
Market conditions
Market sectors
Realised variance
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