Pages that link to "Item:Q1926388"
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The following pages link to Volatility model selection for extremes of financial time series (Q1926388):
Displaying 7 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- (Q4348944) (← links)
- Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- (Q5291050) (← links)