Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model |
scientific article |
Statements
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (English)
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27 April 2023
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CARR model
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quantile Rogers-Satchell
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range-based
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value-at-risk
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volatility
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