Choosing between persistent and stationary volatility (Q2112824)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choosing between persistent and stationary volatility |
scientific article |
Statements
Choosing between persistent and stationary volatility (English)
0 references
12 January 2023
0 references
ARCH effect
0 references
persistence
0 references
volatility
0 references
time-varying coefficient models
0 references
nonparametric estimation
0 references
