Work

Volatility Prediction by Treed Gaussian Process With Limiting Linear Model

Year: 2011

Type: article

Source: International Journal of Modelling and Simulation

DOI: 10.2316/journal.205.2011.2.205-5498

Authors: Phichhang Ou, Hengshan Wang

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1974882552

FWCI: 0.513

Cites:

Cited by: 42

Related to: 10