Models of stochastic and chaotic volatility for news analysis

DOI10.18523/2617-70802201946-50MaRDI QIDQ6568593zbMATH OpenFDO

Authors M. O. Leskiv, Nataliya Yu. Shchestyuk

Publication date 8 July 2024

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

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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