Physica A Statistical Mechanics and its Applications · 2015 · 32 citations · 22 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsTime Series AnalysisImplied VolatilityPredictive ModelingTime Series ForecastingTime Series PredictionVolatility AnalysisVolatility ModelingGeneralized Autoregressive Conditional Heteroskedasticity ModelsImplied Volatility EstimationImplied Volatility ForecastingImplied Volatility ModelingIndex Option Implied VolatilityTime Series Volatility ModelingVolatility Forecasting
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Generalized autoregressive conditional heteroskedasticity
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