Stochastic volatility models with endogenous breaks in volatility forecasting (Q6637741)
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scientific article; zbMATH DE number 7943714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models with endogenous breaks in volatility forecasting |
scientific article; zbMATH DE number 7943714 |
Statements
Stochastic volatility models with endogenous breaks in volatility forecasting (English)
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13 November 2024
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volatility modelling and forecasting
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regime shifts
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renewable energy
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the rolling window
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