The following pages link to (Q5291050):
Displaying 5 items.
- Runs tests for assessing volatility forecastability in financial time series (Q704067) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- Simultaneity and non-linear variability in financial markets: simulation and forecasting (Q3439769) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
