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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment

Forecasting MethodologyVolatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingFinanceEconomic ForecastingPredictive AnalyticsBusinessSeasonal AdjustmentForecastingStatisticsTime Series EconometricsHigh-frequency Financial Econometrics