Non-parametric news impact curve: a variational approach (Q2156537)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric news impact curve: a variational approach |
scientific article |
Statements
Non-parametric news impact curve: a variational approach (English)
0 references
18 July 2022
0 references
volatility modelling
0 references
news impact curve
0 references
calculus of variations
0 references
wavelet theory
0 references
ARCH
0 references
0 references
0 references
0 references
0 references
