Think again: volatility asymmetry and volatility persistence (Q2697019)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Think again: volatility asymmetry and volatility persistence |
scientific article; zbMATH DE number 7675483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Think again: volatility asymmetry and volatility persistence |
scientific article; zbMATH DE number 7675483 |
Statements
Think again: volatility asymmetry and volatility persistence (English)
0 references
17 April 2023
0 references
quantile regression
0 references
realized volatility
0 references
volatility asymmetry
0 references
volatility feedback
0 references
volatility persistence
0 references
