Pages that link to "Item:Q2347550"
From MaRDI portal
The following pages link to A data-dependent approach to modeling volatility in financial time series (Q2347550):
Displaying 9 items.
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- Volatility modeling with leverage effect under Laplace errors (Q1695695) (← links)
- Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting (Q3571980) (← 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)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- (Q5291050) (← links)
- Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288) (← links)
- Volatility trading via temporal pattern recognition in quantised financial time series (Q5960678) (← links)