Computational finance: correlation, volatility, and markets (Q6604414)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computational finance: correlation, volatility, and markets |
scientific article; zbMATH DE number 7912735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational finance: correlation, volatility, and markets |
scientific article; zbMATH DE number 7912735 |
Statements
Computational finance: correlation, volatility, and markets (English)
0 references
12 September 2024
0 references
co-volatility forecasting
0 references
dynamic conditional correlation
0 references
GARCH/MGARCH
0 references
regime switching
0 references
stock volatility
0 references
0 references
0 references
