Volatility regressions with fat tails (Q2227065): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:54, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility regressions with fat tails |
scientific article |
Statements
Volatility regressions with fat tails (English)
0 references
9 February 2021
0 references
volatility
0 references
autoregression
0 references
fat tails
0 references
random limits
0 references
