A multiple indicators model for volatility using intra-daily data (Q292000): Difference between revisions
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Revision as of 03:10, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiple indicators model for volatility using intra-daily data |
scientific article |
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A multiple indicators model for volatility using intra-daily data (English)
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10 June 2016
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volatility modeling
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volatility forecasting
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GARCH
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VIX
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high-low range
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realized volatility
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