Coupled GARCH(1,1) model
Year of publication: |
2023
|
---|---|
Authors: | Nie, Huasheng ; Waelbroeck, Henri |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 5, p. 759-776
|
Subject: | GARCH model | Implied volatility | Realized volatility | Volatility forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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