Models of stochastic and chaotic volatility for news analysis

DOI10.18523/2617-70802201946-50zbMATH Open1541.9124MaRDI QIDQ6568593FDOQ6568593

Authors: M. O. Leskiv, Nataliya Yu. Shchestyuk 

Publication date: 8 July 2024

Published in: Mogylyans'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

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zbMATH Keywords

GARCHvolatilitystochastic modelsARCHEGARCHchaotic volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15) Stochastic models in economics (91B70)

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