Modeling and Forecasting Financial Volatility (Q167345): Difference between revisions
From geokb
(Changed an Item: moved OpenAlex ID to its dedicated external ID datatype for consistency) |
(Changed an Item: added addresses subject claims from OpenAlex source keywords and removed aliases) |
||
Property / addresses subject | |||
Property / addresses subject: risk management / rank | |||
Normal rank | |||
Property / addresses subject: risk management / reference | |||
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
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling and Forecasting Financial Volatility |
Analyzing and predicting financial uncertainty using statistical models. |
|