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The story of GARCH: a personal odyssey - MaRDI portal

The story of GARCH: a personal odyssey (Q2697967)

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The story of GARCH: a personal odyssey
scientific article

    Statements

    title
    The story of GARCH: a personal odyssey (English)
    0 references
    author
    Tim Bollerslev
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    publication date
    14 April 2023
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    zbMATH Keywords
    GARCH
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    volatility clustering
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    volatility modeling and forecasting
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    realized volatility
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    Identifiers

    zbMATH DE Number
    7674641
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    OpenAlex ID
    W4319017137
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