Forecasting volatility with time-varying coefficient regressions

DOI10.1155/2020/3151473zbMath1459.91118OpenAlexW3022934732MaRDI QIDQ2187983

Miman You, Shan Wu, Qifeng Zhu

Publication date: 3 June 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3151473

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Economic time series analysis (91B84)

Cites Work

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