Comparing volatility forecasting models during the global financial crisis (Q4593851)
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scientific article; zbMATH DE number 6807330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing volatility forecasting models during the global financial crisis |
scientific article; zbMATH DE number 6807330 |
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Comparing volatility forecasting models during the global financial crisis (English)
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15 November 2017
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APARCH models
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classical and Bayesian inferences
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heavy-tail distributions
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non-Gaussian state space models
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volatility models
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