Volatility conditional on price trends (Q3564812)
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scientific article; zbMATH DE number 5712377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Volatility conditional on price trends |
scientific article; zbMATH DE number 5712377 |
Statements
Volatility conditional on price trends (English)
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26 May 2010
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trend effect
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ARCH process
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volatility forecasting
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long memory
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0.7430243492126465
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0.7401771545410156
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0.7327123284339905
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0.7234507203102112
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0.7175635099411011
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