Models of stochastic and chaotic volatility for news analysis (Q6568593)
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scientific article; zbMATH DE number 7877819
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| English | Models of stochastic and chaotic volatility for news analysis |
scientific article; zbMATH DE number 7877819 |
Statements
Models of stochastic and chaotic volatility for news analysis (English)
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8 July 2024
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volatility
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stochastic models
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ARCH
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GARCH
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EGARCH
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chaotic volatility
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0.7449139952659607
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0.7337767481803894
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0.7299999594688416
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0.7227747440338135
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