An introduction to volatility models with indices (Q868010): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q299271 |
||
| Property / author | |||
| Property / author: Q187875 / rank | |||
Revision as of 00:44, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to volatility models with indices |
scientific article |
Statements
An introduction to volatility models with indices (English)
0 references
19 February 2007
0 references
time series
0 references
frequency
0 references
spectrum
0 references
autoregression
0 references
correlation
0 references
index
0 references
moving average
0 references
kurtosis
0 references
moments
0 references
ARCH
0 references
GARCH
0 references
