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Model Risk of Volatility Models
Lazar Emese,
Ning Zhang
*
*
Corresponding author for this work
Shanghai University
University of Reading
Research output
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peer-review
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Social Sciences
Analysis
16%
Measure
33%
Methodology
16%
Reliability
16%
Risk
100%
Simulation
16%
Situation Model
16%
Statistical Inference
33%
Mathematics
Concludes
25%
Loss Function
25%
Risk Measure
50%
Risk Model
100%
Variance
25%
Economics, Econometrics and Finance
Loss
25%
Measure of Dispersion
25%
Volatility
100%