A data-dependent approach to modeling volatility in financial time series (Q2347550): Difference between revisions

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Latest revision as of 04:14, 10 July 2024

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A data-dependent approach to modeling volatility in financial time series
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    A data-dependent approach to modeling volatility in financial time series (English)
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    28 May 2015
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    asymmetric GARCH
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    random models
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    time-varying asymmetry
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    dynamic volatility
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    local cross-correlation
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    self-adjusting
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