A data-dependent approach to modeling volatility in financial time series (Q2347550): Difference between revisions
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Revision as of 04:04, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-dependent approach to modeling volatility in financial time series |
scientific article |
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A data-dependent approach to modeling volatility in financial time series (English)
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28 May 2015
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asymmetric GARCH
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random models
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time-varying asymmetry
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dynamic volatility
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local cross-correlation
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self-adjusting
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