Intra-daily information of range-based volatility for MEM-GARCH (Q1025346)
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scientific article; zbMATH DE number 5566454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intra-daily information of range-based volatility for MEM-GARCH |
scientific article; zbMATH DE number 5566454 |
Statements
Intra-daily information of range-based volatility for MEM-GARCH (English)
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18 June 2009
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volatility forecasting
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multiplicative error model
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GARCH
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0.7791056036949158
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0.764808177947998
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0.7622876167297363
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