A multiple indicators model for volatility using intra-daily data (Q292000)

From MaRDI portal
Revision as of 21:00, 27 June 2023 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
A multiple indicators model for volatility using intra-daily data
scientific article

    Statements

    A multiple indicators model for volatility using intra-daily data (English)
    0 references
    0 references
    0 references
    10 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    volatility modeling
    0 references
    volatility forecasting
    0 references
    GARCH
    0 references
    VIX
    0 references
    high-low range
    0 references
    realized volatility
    0 references