Hybrid model for stock market volatility

DOI10.1155/2023/6124649OpenAlexW4366997721MaRDI QIDQ6110790

Kofi Agyarko, Nana Kena Frempong, Eric Neebo Wiah

Publication date: 6 July 2023

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2023/6124649

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

Cites Work

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• Empirical properties of asset returns: stylized facts and statistical issues
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• A practical guide to splines.

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