A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327)
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scientific article; zbMATH DE number 7110450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering |
scientific article; zbMATH DE number 7110450 |
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A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (English)
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26 September 2019
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econophysics
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empirical finance
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volatility clustering
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clustering
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multi factor models
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dimensionality reduction
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