Consistent ranking of volatility models (Q292007)
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scientific article; zbMATH DE number 6591962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Consistent ranking of volatility models |
scientific article; zbMATH DE number 6591962 |
Statements
Consistent ranking of volatility models (English)
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10 June 2016
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consistent ranking
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model comparison
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volatility models
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0.8165815472602844
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0.812842845916748
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0.8086823225021362
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0.805457592010498
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0.7733098864555359
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