Econometric modelling in finance and risk management: an overview (Q299247)
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scientific article; zbMATH DE number 6596538
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| English | Econometric modelling in finance and risk management: an overview |
scientific article; zbMATH DE number 6596538 |
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Econometric modelling in finance and risk management: an overview (English)
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22 June 2016
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continuous-time model
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correlation test
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dynamic additive model
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estimation of realized volatility
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factor model
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long-range dependence
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0.7670640349388123
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0.7646715044975281
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0.7403520345687866
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0.7298772931098938
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0.7296363711357117
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