A data-dependent approach to modeling volatility in financial time series (Q2347550)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-dependent approach to modeling volatility in financial time series |
scientific article |
Statements
A data-dependent approach to modeling volatility in financial time series (English)
0 references
28 May 2015
0 references
asymmetric GARCH
0 references
random models
0 references
time-varying asymmetry
0 references
dynamic volatility
0 references
local cross-correlation
0 references
self-adjusting
0 references
0 references
