MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033): Difference between revisions

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Revision as of 10:15, 28 May 2024

scientific article; zbMATH DE number 1106717
Language Label Description Also known as
English
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
scientific article; zbMATH DE number 1106717

    Statements

    MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (English)
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    21 January 1998
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    conditional heteroskedasticity
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    exchange rates
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    stochastic volatility
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    volatibility persistence
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