Volatility analysis with realized GARCH-Itô models (Q134810)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Volatility analysis with realized GARCH-Itô models |
scientific article |
Statements
222
0 references
1
0 references
393-410
0 references
May 2021
0 references