Structural attribution of observed volatility clustering (Q291841)
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scientific article; zbMATH DE number 6591845
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Structural attribution of observed volatility clustering |
scientific article; zbMATH DE number 6591845 |
Statements
Structural attribution of observed volatility clustering (English)
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10 June 2016
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volatility clustering
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induced volatility clustering
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structural attribution
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stochastic volatility
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ARCH
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0.8155375123023987
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0.7375185489654541
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0.7353251576423645
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0.7319132089614868
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