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?????? ???????? ???????? ????????????? ? ??????? ?????? - подобные работы
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Подобные документы
Predicting realized volatility and value-at-risk for the most liquid Russian stocks using GARCH, ARFIMA and HAR models, using implied volatility calculated based on option prices and Google Trends data. Investigation of errors in model specification.
??????, добавлен 25.01.2021