Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals |
scientific article; zbMATH DE number 7336611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals |
scientific article; zbMATH DE number 7336611 |
Statements
Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (English)
0 references
22 April 2021
0 references
time-varying data
0 references
non-stationarity
0 references
structural breaks
0 references
realized volatility
0 references
interval prediction
0 references
locally stationary data
0 references
0 references
0 references
0 references
0 references
