Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates (Q4687678)
From MaRDI portal
scientific article; zbMATH DE number 6952675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates |
scientific article; zbMATH DE number 6952675 |
Statements
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates (English)
0 references
12 October 2018
0 references
asymmetry
0 references
implied volatility
0 references
LHARX model
0 references
realized volatility
0 references
volatility index
0 references
