Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model |
scientific article |
Statements
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (English)
0 references
27 April 2023
0 references
CARR model
0 references
quantile Rogers-Satchell
0 references
range-based
0 references
value-at-risk
0 references
volatility
0 references
0 references
