Modeling and Forecasting Financial Volatility (Q167345): Difference between revisions

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Revision as of 19:18, 12 September 2024

Analyzing and predicting financial uncertainty using statistical models.
  • Volatility
  • GARCH Models
  • Copula Modeling
  • Stochastic Volatility
  • Contagion
  • Dependence
  • Realized Volatility
  • Multivariate Analysis
  • Market Integration
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English
Modeling and Forecasting Financial Volatility
Analyzing and predicting financial uncertainty using statistical models.
  • Volatility
  • GARCH Models
  • Copula Modeling
  • Stochastic Volatility
  • Contagion
  • Dependence
  • Realized Volatility
  • Multivariate Analysis
  • Market Integration

Statements