Volatility forecasting using stochastic conditional range model with leverage effect (Q6574620)
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scientific article; zbMATH DE number 7883149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecasting using stochastic conditional range model with leverage effect |
scientific article; zbMATH DE number 7883149 |
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Volatility forecasting using stochastic conditional range model with leverage effect (English)
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18 July 2024
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leverage effect
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particle filters
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price range
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SCRL
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volatility forecasting
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