Volatility regressions with fat tails (Q2227065)
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scientific article; zbMATH DE number 7308428
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility regressions with fat tails |
scientific article; zbMATH DE number 7308428 |
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Volatility regressions with fat tails (English)
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9 February 2021
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volatility
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autoregression
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fat tails
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random limits
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0.7773872017860413
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0.7711921334266663
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0.7646378874778748
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0.755834698677063
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0.748375654220581
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