What good is a volatility model? (Q4646481): Difference between revisions
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Latest revision as of 20:13, 19 March 2024
scientific article; zbMATH DE number 7001027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What good is a volatility model? |
scientific article; zbMATH DE number 7001027 |
Statements
What good is a volatility model? (English)
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14 January 2019
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asset prices
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volatility model
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GARCH-type models
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