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Q5291050 - MaRDI portal

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scientific article; zbMATH DE number 5022019
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English
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scientific article; zbMATH DE number 5022019

    Statements

    author
    E. V. Burnaev
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    publication date
    9 May 2006
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    zbMATH Keywords
    modeling
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    forecasting of volatility
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    financial time series
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    nonstationarity
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62M10
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    62P05
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    zbMATH DE Number
    5022019
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