Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting
Akram Shavkatovich HasanovMonash University Malaysia, Jalan Lagoon Selatan, Bandar Sunway, Subang Jaya, 47500, Kuala Lumpur, Selangor, MalaysiaSаlоkhiddin АvаzkhоdjаеvTashkent Institute of Finance, 60A, A. Temur Street, 100000, Tashkent, Republic of Uzbekistan
ABI
Abstract
No abstract available.