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  • Search: subject:"Autoregressive rough volatility model"
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ARCH model 1 ARCH-Modell 1 Aktienindex 1 Autoregressive rough volatility model 1 Börsenkurs 1 Forecasting model 1 High frequency data 1 Prognoseverfahren 1 Share price 1 Stock index 1 Theorie 1 Theory 1 Time series analysis 1 VIX index 1 Volatility 1 Volatility forecasting 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Diao, Xundi 1 Wu, Chongfeng 1 Zhu, Qinwen 1
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Finance research letters 1
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ECONIS (ZBW) 1
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Volatility forecast with the regularity modifications
Zhu, Qinwen; Diao, Xundi; Wu, Chongfeng - In: Finance research letters 58 (2023) 1, pp. 1-10
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