scientific article; zbMATH DE number 5669994

zbMATH Open1199.91271MaRDI QIDQ3402991FDOQ3402991

Authors: Xiangning Wang, Jia Zou 

Publication date: 12 February 2010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heteroscedasticityadditive modelfinancial time seriesvolatility

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

Cited In (3)

• THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
• A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH
• A generalized bivariate mixture model for stock price volatility and trading volume

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