Computational finance: correlation, volatility, and markets
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Publication:6604414
DOI10.1002/WICS.1323zbMATH Open1545.62042WikidataQ115096349 ScholiaQ115096349MaRDI QIDQ6604414
Ginger M. Koev, Katherine Bennett Ensor
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
regime switchingdynamic conditional correlationstock volatilityco-volatility forecastingGARCH/MGARCH
Cites Work
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- Time series factor models
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