Volatilityforecastingpackage : a financial volatility package in mathematica
Noorshanaaz Khodabaccus, Aslam A. E. F. Saib
Year of publication: |
2024
|
---|---|
Authors: | Khodabaccus, Noorshanaaz ; Saib, Aslam A. E. F. |
Subject: | Financial econometrics | Volatility forecasting | Volatility models | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Finanzmarktökonometrie | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Optionspreistheorie | Option pricing theory |
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