Modeling daily return volatility through GJR(1,1) model and realized volatility measure (Q6594122)
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scientific article; zbMATH DE number 7902615
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| English | Modeling daily return volatility through GJR(1,1) model and realized volatility measure |
scientific article; zbMATH DE number 7902615 |
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Modeling daily return volatility through GJR(1,1) model and realized volatility measure (English)
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28 August 2024
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ARWM
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GJR model
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Excel's Solver's GRG Non-Linear
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realized kernel
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student-\(t\) distribution
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