Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals |
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Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (English)
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22 April 2021
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time-varying data
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non-stationarity
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structural breaks
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realized volatility
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interval prediction
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locally stationary data
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