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ARFIMAX and ARFIMAX-TARCH realized volatility modeling - MaRDI portal

ARFIMAX and ARFIMAX-TARCH realized volatility modeling (Q3183838)

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ARFIMAX and ARFIMAX-TARCH realized volatility modeling
scientific article

    Statements

    title
    ARFIMAX and ARFIMAX-TARCH realized volatility modeling (English)
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    publication date
    21 October 2009
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    zbMATH Keywords
    volatility forecasting
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    65C60
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    62M10
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    zbMATH DE Number
    5618877
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    OpenAlex ID
    W1967260842
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