Exploratory graphics for financial time series volatility

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DOI10.1111/rssc.12016MaRDI QIDQ6638972

Anthony J. Lawrance

Publication date: 14 November 2024

Published in: Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstrap smoothing volatility financial time series statistical graphics stochastic volatility models heteroscedastic models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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