Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847)
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scientific article; zbMATH DE number 6865594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogenous market hypothesis evaluation using multipower variation volatility |
scientific article; zbMATH DE number 6865594 |
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Heterogenous market hypothesis evaluation using multipower variation volatility (English)
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30 April 2018
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heterogenous autoregressive models
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heterogenous market hypothesis
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realized volatility
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value-at-risk
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