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On GARCH models and applications: foreign exchange rate volatility and a price index (Q6549388)

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scientific article; zbMATH DE number 7859184
Language Label Description Also known as
English
On GARCH models and applications: foreign exchange rate volatility and a price index
scientific article; zbMATH DE number 7859184

    Statements

    title
    On GARCH models and applications: foreign exchange rate volatility and a price index (English)
    0 references
    author
    Abdelali Ezzebsa
    0 references
    Sihem Nedjar
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    Halim Zeghdoudi
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    publication date
    3 June 2024
    0 references
    zbMATH Keywords
    volatility swaps
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    Heston model
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    GARCH
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    ARCH
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    forecasting
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    Identifiers

    zbMATH DE Number
    7859184
    0 references
     
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