Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440): Difference between revisions
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Latest revision as of 00:54, 20 March 2024
scientific article; zbMATH DE number 7615539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework |
scientific article; zbMATH DE number 7615539 |
Statements
Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (English)
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11 November 2022
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volatility
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COGARCH
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ARDL
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bounds testing
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cointegration
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Ryuima
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