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Forecasting realized volatility: A review
Dong Wan Shin
Department of Statistics
Research output
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Contribution to journal
›
Review article
›
peer-review
10
Scopus citations
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Mathematics
Autoregressive Model
100%
Covariance Matrix
100%
Implied Volatility
100%
Forecasting Model
100%
Economics, Econometrics and Finance
Volatility
100%
Market Microstructure
20%