Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
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Publication:5049440
DOI10.1007/978-3-030-54108-8_13MaRDI QIDQ5049440
Publication date: 11 November 2022
Published in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-54108-8_13
62P05: Applications of statistics to actuarial sciences and financial mathematics
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