Forecasting Volatility with Many Predictors (Q4687357)
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scientific article; zbMATH DE number 6951869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Volatility with Many Predictors |
scientific article; zbMATH DE number 6951869 |
Statements
Forecasting Volatility with Many Predictors (English)
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11 October 2018
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conditional heteroskedasticity
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dimension reduction
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GARCH model
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effective covariate
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volatility predictors
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