Frontiers in time series and financial econometrics: an overview (Q888316)
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scientific article; zbMATH DE number 6502473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Frontiers in time series and financial econometrics: an overview |
scientific article; zbMATH DE number 6502473 |
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Frontiers in time series and financial econometrics: an overview (English)
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30 October 2015
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time series
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financial econometrics
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threshold models
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conditional volatility
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stochastic volatility
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copulas
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conditional duration
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0.7674724459648132
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0.7646715044975281
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0.7604730725288391
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0.745140016078949
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