Identifying volatility clusters using the PPM: a sensitivity analysis (Q2576754)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying volatility clusters using the PPM: a sensitivity analysis |
scientific article |
Statements
Identifying volatility clusters using the PPM: a sensitivity analysis (English)
0 references
14 December 2005
0 references
Inverted-Gamma distribution
0 references
Yao's cohesions
0 references
0 references
0 references
0 references
