Computational finance: correlation, volatility, and markets (Q6604414)
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scientific article; zbMATH DE number 7912735
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computational finance: correlation, volatility, and markets |
scientific article; zbMATH DE number 7912735 |
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Computational finance: correlation, volatility, and markets (English)
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12 September 2024
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co-volatility forecasting
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dynamic conditional correlation
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GARCH/MGARCH
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regime switching
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stock volatility
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