Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models (Q2994857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models |
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Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models (English)
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29 April 2011
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value at risk
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time series analysis
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volatility modelling
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risk management
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quantitative finance
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heterogeneity analysis
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