MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033)
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scientific article; zbMATH DE number 1106717
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY |
scientific article; zbMATH DE number 1106717 |
Statements
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (English)
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21 January 1998
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conditional heteroskedasticity
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exchange rates
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stochastic volatility
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volatibility persistence
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0.92265487
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0.91979724
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0.9194714
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0.9189937
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