id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
american_scientific_journal-2581	Yap, Grace Lee Ching; Chin, Wen Cheong	An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk	2017	21	.pdf	application/pdf	8351	357	61	According to Jensen’s inequality, we anticipate that exp�log �̂�𝑟(𝑛𝑛+𝑗𝑗)∗ 2 � < 𝑟𝑟(𝑛𝑛+𝑗𝑗)∗ 2 , 𝑗𝑗 = 1,⋯ ,𝑚𝑚 , of which exp�log �̂�𝑟(𝑛𝑛+𝑗𝑗)∗ 2 � can be matched to exp��̂�𝑧𝑛𝑛+𝑗𝑗� ≈ exp�𝐴𝐴0�̂�𝑧𝑛𝑛+𝑗𝑗−1 + 𝐴𝐴1�̂�𝑧𝑛𝑛+𝑗𝑗−2 + ⋯+ 𝐴𝐴𝑛𝑛−1𝑧𝑧𝑗𝑗� . Volume 27, No 1, pp 213-233 220 R�n+j2 = ��𝑒𝑒𝑒𝑒𝑝𝑝�Sn+j−m + TLR� n+j� ∗ r�(n+j)∗ 2 + µ�R� 2 , j = 1,⋯ , m (15) where �̂�𝜇𝑅𝑅 is the sample mean of {𝑅𝑅𝑡𝑡} 𝑡𝑡=1𝑛𝑛 .	cache/american_scientific_journal-2581.pdf	txt/american_scientific_journal-2581.txt