Time‐Varying Parameter Realized Volatility Models (Q4687622): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/for.2454 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2558177040 / rank | |||
Normal rank | |||
Latest revision as of 23:33, 19 March 2024
scientific article; zbMATH DE number 6952618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time‐Varying Parameter Realized Volatility Models |
scientific article; zbMATH DE number 6952618 |
Statements
Time‐Varying Parameter Realized Volatility Models (English)
0 references
12 October 2018
0 references
autoregressive volatility model
0 references
specification test
0 references
nonparametric statistic
0 references
