Model of Numbers Tree and its applications
Questions modeling wood figures. Construction of models under extreme conditions. Processes of heat transfer in extreme mode. Growth, heat and wave processes, diffusion. Normed spaces and lots of variety. Transformations generated by model numbers tree.
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Pre-crisis, post-crisis windows definition. Bipower variation and jumps. Models for volatility forecasting. Forecast comparison. Value at risk estimation. Statistics on volatility estimators. Regression estimations. Forecast results of standalone models.
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