Bob

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

Annotatsiya

Annotatsiya mavjud emas.

Mavzular

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

Identifikatorlar

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

Iqtiboslar va manbalar

3 ta iqtibos 23 ta foydalanilgan manba

Koʻrsatkichlar — AkademScholar