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Localized Realized Volatility Modeling - MaRDI portal

Localized Realized Volatility Modeling (Q5255678)

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scientific article; zbMATH DE number 6446509
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English
Localized Realized Volatility Modeling
scientific article; zbMATH DE number 6446509

    Statements

    title
    Localized Realized Volatility Modeling (English)
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    author
    Ying Chen
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    Uta Pigorsch
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    publication date
    17 June 2015
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    Mathematics Subject Classification ID
    62P05
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    62F10
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    62L10
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    62M10
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    91G70
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    zbMATH DE Number
    6446509
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    zbMATH Keywords
    adaptive procedure
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    autoregressive modelling
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    local approach
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    OpenAlex ID
    W2102525575
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