An introduction to volatility models with indices (Q868010)
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scientific article; zbMATH DE number 5128108
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| default for all languages | No label defined |
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| English | An introduction to volatility models with indices |
scientific article; zbMATH DE number 5128108 |
Statements
An introduction to volatility models with indices (English)
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19 February 2007
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time series
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frequency
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spectrum
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autoregression
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correlation
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index
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moving average
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kurtosis
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moments
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ARCH
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GARCH
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0.7472304701805115
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0.7431781888008118
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0.7391299605369568
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0.7331812381744385
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