Modeling and Forecasting Financial Volatility (Q167345): Difference between revisions
From geokb
(Changed label, description and/or aliases in en, and other parts: modified description with assistance from Llama 3.1) |
(Changed an Item: moved OpenAlex ID to its dedicated external ID datatype for consistency) |
||
| Property / same as | |||
| Property / same as: https://openalex.org/T10282 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: T10282 / rank | |||
Normal rank | |||
Revision as of 12:18, 8 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. |
|
