Edgeworth expansions for volatility models (Q6136793)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Edgeworth expansions for volatility models |
scientific article; zbMATH DE number 7790271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Edgeworth expansions for volatility models |
scientific article; zbMATH DE number 7790271 |
Statements
Edgeworth expansions for volatility models (English)
0 references
17 January 2024
0 references
The main contribution from this paper was to establish the validity of Edgeworth expansions both in the Kolmogorov and Wasserstein metric for various classes of popular volatility type models.
0 references
Edgeworth expansions
0 references
Garch
0 references
volatility models
0 references
weak dependence
0 references
0 references
0 references
0 references
0 references
