Modeling the Variance of Return Intervals Toward Volatility Prediction

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Publication:5121008

DOI10.1111/jtsa.12518zbMath1450.62116OpenAlexW2994898967WikidataQ126564814 ScholiaQ126564814MaRDI QIDQ5121008

Isaac Blackhurst, Yan Sun, Guang-Hua Lian, Jennifer Loveland, Zu-di Lu

Publication date: 16 September 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/436478/1/Int_GARCH_jtsa_1_final.pdf




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