Model Selection for Volatility Prediction (Q2956059)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Model Selection for Volatility Prediction |
scientific article |
Statements
Model Selection for Volatility Prediction (English)
0 references
16 January 2017
0 references
non-ergodic diffusions
0 references
stable convergence
0 references
stochastic differential equation
0 references
volatility
0 references
model selection
0 references
information criterion
0 references