Structural attribution of observed volatility clustering (Q291841)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Structural attribution of observed volatility clustering |
scientific article; zbMATH DE number 6591845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural attribution of observed volatility clustering |
scientific article; zbMATH DE number 6591845 |
Statements
Structural attribution of observed volatility clustering (English)
0 references
10 June 2016
0 references
volatility clustering
0 references
induced volatility clustering
0 references
structural attribution
0 references
stochastic volatility
0 references
ARCH
0 references
