128 Academia Road, Section 2
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CARR, DCC, GARCH, High/low range, realized volatility, multivariate volatility, volatility
Asset allocation, CARR, DCC, Economic value, Range, Volatility timing
Risk Contagion; CoVaR; Liquidity Risk; Credit Risk; Financial Crisis
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Range, Volatility forecasting, Dynamic conditional correlation, Smooth transition, Copula, Realized volatility, Risk management.
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