Open AccessComparative analysis of AR-GARCHand p-adic methods of the prediction of the financial market volatility
Author(s) -
Pyotr M. Simonov,
Sofya A. Akhunyanova
Publication year - 2019
Publication title -
vestnik permskogo universiteta. seriâ èkonomika
Language(s) - English
Resource type - Journals
eISSN - 2658-624X
pISSN - 1994-9960
DOI - 10.17072/1994-9960-2019-1-69-92
Subject(s) - volatility (finance) , financial economics , economics , econometrics , financial market , business , finance