High-frequency volatility estimation and forecasting with a novel Bayesian LGI model (Q6635564)
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scientific article; zbMATH DE number 7941318
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| English | High-frequency volatility estimation and forecasting with a novel Bayesian LGI model |
scientific article; zbMATH DE number 7941318 |
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High-frequency volatility estimation and forecasting with a novel Bayesian LGI model (English)
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12 November 2024
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GARCH
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high-frequency data
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volatility estimation and forecasting
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Bayesian inference
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