Extended realized GARCH models (Q1627897)
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scientific article; zbMATH DE number 6987870
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extended realized GARCH models |
scientific article; zbMATH DE number 6987870 |
Statements
Extended realized GARCH models (English)
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3 December 2018
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realized measures
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GARCH
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volatility forecasting
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0.8138855695724487
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0.799193263053894
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0.7960059642791748
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0.7895832657814026
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0.7638484835624695
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