Modeling the Variance of Return Intervals Toward Volatility Prediction (Q5121008)
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scientific article; zbMATH DE number 7248376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the Variance of Return Intervals Toward Volatility Prediction |
scientific article; zbMATH DE number 7248376 |
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Modeling the Variance of Return Intervals Toward Volatility Prediction (English)
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16 September 2020
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interval-valued time series
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stationarity
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maximum likelihood estimate
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random sets
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price range
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volatility
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