Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288): Difference between revisions
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Revision as of 21:07, 5 March 2024
scientific article; zbMATH DE number 7060046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial volatility modeling: The feedback asymmetric conditional autoregressive range model |
scientific article; zbMATH DE number 7060046 |
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Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (English)
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28 May 2019
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ACARR
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CARR
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FACARR
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price range
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volatility forecasting
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