Consistent ranking of volatility models (Q292007): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B70 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number: 6591962 / rank | |||
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| Property / zbMATH Keywords | |||
consistent ranking | |||
| Property / zbMATH Keywords: consistent ranking / rank | |||
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model comparison | |||
| Property / zbMATH Keywords: model comparison / rank | |||
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volatility models | |||
| Property / zbMATH Keywords: volatility models / rank | |||
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Revision as of 20:00, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent ranking of volatility models |
scientific article |
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Consistent ranking of volatility models (English)
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10 June 2016
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consistent ranking
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model comparison
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volatility models
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