Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440): Difference between revisions

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Latest revision as of 20:00, 30 July 2024

scientific article; zbMATH DE number 7615539
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English
Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
scientific article; zbMATH DE number 7615539

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    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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