Modelling and testing for market volatility (Q4304473)
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scientific article; zbMATH DE number 637407
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling and testing for market volatility |
scientific article; zbMATH DE number 637407 |
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Modelling and testing for market volatility (English)
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12 September 1994
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nonlinear models of volatility
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conditional variance models
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chaotic dynamics
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0.7972558736801147
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0.7672026753425598
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0.7670935988426208
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