Regimes and long memory in realized volatility (Q5881709)
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scientific article; zbMATH DE number 7662322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regimes and long memory in realized volatility |
scientific article; zbMATH DE number 7662322 |
Statements
Regimes and long memory in realized volatility (English)
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13 March 2023
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Bayesian model selection
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forecasting
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realized volatility
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threshold regimes
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0.8175501823425293
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0.8091827630996704
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0.8013341426849365
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0.8013341426849365
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0.7956869602203369
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