Volatility conditional on price trends (Q3564812): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2082133377 / rank | |||
Normal rank | |||
Revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility conditional on price trends |
scientific article |
Statements
Volatility conditional on price trends (English)
0 references
26 May 2010
0 references
trend effect
0 references
ARCH process
0 references
volatility forecasting
0 references
long memory
0 references
