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Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework - MaRDI portal

Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440)

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scientific article; zbMATH DE number 7615539
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Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
scientific article; zbMATH DE number 7615539

    Statements

    title
    Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (English)
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    author
    Yakup Arı
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    publication date
    11 November 2022
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    zbMATH Keywords
    volatility
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    COGARCH
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    ARDL
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    bounds testing
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    cointegration
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    Ryuima
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    describes a project that uses
    quantmod
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    Microfit
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    dLagM
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    Rugarch
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    Identifiers

    zbMATH DE Number
    7615539
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    OpenAlex ID
    W3133028528
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