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Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab - In: Journal of mathematical finance 6 (2016) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
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Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.; Mwita, Peter N.; Waititu, Antony G. - In: Journal of mathematical finance 8 (2018) 2, pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony; Mundia, Simon; Omari, Cyprian Ondieki - In: Journal of mathematical finance 9 (2019) 4, pp. 591-615
Persistent link: https://www.econbiz.de/10012433128