Volatility and dynamic dependence modeling: review, applications, and financial risk management

DOI10.1002/WICS.1567MaRDI QIDQ6602371zbMATH OpenFDO

Authors Mike K. P. So, Amanda M. Y. Chu, Cliff C. Y. Lo, Chun Yin Ip

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

zbMATH Keywords

copulaGARCHrisk managementstochastic volatilityhigh-frequency data3H paradigm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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