Open AccessEssays on models for financial volatility
Author(s) -
Mihaela Craioveanu
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.2341
Subject(s) - econometrics , volatility (finance) , mean reversion , stochastic volatility , estimator , arch , lag , economics , computer science , mathematics , statistics , engineering , computer network , civil engineering