Dynamic testing of volatility models' calibration using E-values (Q6880282)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8139914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic testing of volatility models' calibration using E-values |
scientific article; zbMATH DE number 8139914 |
Statements
Dynamic testing of volatility models' calibration using E-values (English)
0 references
19 December 2025
0 references
financial time series
0 references
model choice
0 references
probabilistic forecasts
0 references
sequential testing
0 references
volatility models
0 references
0 references
0 references
0 references
