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

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Volatility
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GARCH Models
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Copula Modeling
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Stochastic Volatility
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Contagion
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Dependence
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Realized Volatility
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Risk Management
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Multivariate Analysis
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Market Integration
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This cluster of papers focuses on modeling and forecasting financial volatility, including topics such as GARCH models, copula modeling, stochastic volatility, contagion, dependence, realized volatility, and risk management in the context of market i
Analyzing and predicting financial uncertainty using statistical models.
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Property / uses: risk management / rank
 
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Property / addresses subject: risk management / rank
 
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Latest revision as of 20:17, 12 September 2024

Analyzing and predicting financial uncertainty using statistical models.
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English
Modeling and Forecasting Financial Volatility
Analyzing and predicting financial uncertainty using statistical models.

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