Coupled GARCH(1,1) model (Q6158437)
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scientific article; zbMATH DE number 7698409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coupled GARCH(1,1) model |
scientific article; zbMATH DE number 7698409 |
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Coupled GARCH(1,1) model (English)
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20 June 2023
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volatility forecasting
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GARCH model
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implied volatility
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realized volatility
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0.8214072585105896
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0.7579727172851562
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0.7382115125656128
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0.7365580201148987
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0.7354937195777893
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