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What good is a volatility model? - MaRDI portal

What good is a volatility model? (Q4646481)

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scientific article; zbMATH DE number 7001027
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English
What good is a volatility model?
scientific article; zbMATH DE number 7001027

    Statements

    title
    What good is a volatility model? (English)
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    author
    Robert F. Engle
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    Andrew J. Patton
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    publication date
    14 January 2019
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    zbMATH Keywords
    asset prices
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    volatility model
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    GARCH-type models
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62M10
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    62P05
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    zbMATH DE Number
    7001027
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    OpenAlex ID
    W2117019869
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