Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5645035
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deciding between GARCH and stochastic volatility via strong decision rules |
scientific article; zbMATH DE number 5645035 |
Statements
Deciding between GARCH and stochastic volatility via strong decision rules (English)
0 references
10 December 2009
0 references
GARCH
0 references
stochastic volatility
0 references
model selection
0 references
simulations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8211842179298401
0 references
0.7399836182594299
0 references
0.7399834990501404
0 references
0.7373851537704468
0 references
