The estimation of time varying volatility based on the long stock return series with its application (Q5075217)
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scientific article; zbMATH DE number 7524823
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| English | The estimation of time varying volatility based on the long stock return series with its application |
scientific article; zbMATH DE number 7524823 |
Statements
10 May 2022
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long financial time series
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nonparametric estimation
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GARCH model
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B-spline estimation
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multiplication decomposition
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0.7591858506202698
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0.7466244101524353
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0.7444489002227783
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0.7437949776649475
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