Боб

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

Contributions to economicsbook series2022en

ABI

Аннотация

Аннотация мавжуд эмас.

Мавзулар

Financial Risk and Volatility Modeling Market Dynamics and Volatility Stochastic processes and financial applications

Идентификаторлар

DOI: 10.1007/978-3-030-85254-2_6

Иқтибослар ва манбалар

3 та иқтибос 23 та фойдаланилган манба

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