Volatility conditional on price trends (Q3564812): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0501699 / rank | |||
Normal rank | |||
Revision as of 16:31, 19 April 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
