Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Financial volatility modeling: The feedback asymmetric conditional autoregressive range model |
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 |
Statements
Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (English)
0 references
28 May 2019
0 references
ACARR
0 references
CARR
0 references
FACARR
0 references
price range
0 references
volatility forecasting
0 references
