Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting price of financial market crash via a new nonlinear potential GARCH model |
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Forecasting price of financial market crash via a new nonlinear potential GARCH model (English)
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19 January 2022
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econophysics
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financial market crash
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new nonlinear potential GARCH model
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out of sample forecasting
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SPA test
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nonlinear potential function
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