Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations |
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Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (English)
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14 April 2014
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multiplicative volatility models
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long memory
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Student-\(t\) innovations
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international volatility forecasting
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