Estimation of asymmetric stochastic volatility models: application to daily average prices of energy products (Q6574893)
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scientific article; zbMATH DE number 7883415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of asymmetric stochastic volatility models: application to daily average prices of energy products |
scientific article; zbMATH DE number 7883415 |
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Estimation of asymmetric stochastic volatility models: application to daily average prices of energy products (English)
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19 July 2024
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asymmetric stochastic volatility
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conditional heteroskedasticity
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TA-ARSV model
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