Modeling and Forecasting Financial Volatility (Q167345): Difference between revisions
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Revision as of 14:45, 25 June 2024
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
- 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 |
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 |
|
