An introduction to volatility models with indices (Q868010)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An introduction to volatility models with indices |
scientific article |
Statements
An introduction to volatility models with indices (English)
0 references
19 February 2007
0 references
time series
0 references
frequency
0 references
spectrum
0 references
autoregression
0 references
correlation
0 references
index
0 references
moving average
0 references
kurtosis
0 references
moments
0 references
ARCH
0 references
GARCH
0 references
0 references