Econometric modelling in finance and risk management: an overview (Q299247): Difference between revisions
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| Property / cites work: AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY / rank | |||
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Latest revision as of 04:42, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric modelling in finance and risk management: an overview |
scientific article |
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Econometric modelling in finance and risk management: an overview (English)
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22 June 2016
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continuous-time model
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correlation test
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dynamic additive model
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estimation of realized volatility
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factor model
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long-range dependence
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