Locally Stationary Multiplicative Volatility Modeling (Q6149862)
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scientific article; zbMATH DE number 7813298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Stationary Multiplicative Volatility Modeling |
scientific article; zbMATH DE number 7813298 |
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Locally Stationary Multiplicative Volatility Modeling (English)
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5 March 2024
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GARCH
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local stationarity
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multiplicative volatility
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semiparametric
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smooth backfitting
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