Time-varying parameter realized volatility models (Q4687622)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6952618
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-varying parameter realized volatility models |
scientific article; zbMATH DE number 6952618 |
Statements
Time‐Varying Parameter Realized Volatility Models (English)
0 references
12 October 2018
0 references
autoregressive volatility model
0 references
specification test
0 references
nonparametric statistic
0 references
0.8446560502052307
0 references
0.8042548298835754
0 references
0.7991936206817627
0 references
0.7855766415596008
0 references
0.7822476029396057
0 references
