Dynamic adaptive mixture models with an application to volatility and risk
Leopoldo Catania
| Year of publication: |
2021
|
|---|---|
| Authors: | Catania, Leopoldo |
| Subject: | adaptive models | dynamic mixture models | quantitative risk management | score-driven models | Volatilität | Volatility | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654970