ML-QuantSubscribe

RePEcDerivatives & Volatility

Modeling Volatility

The research shows the effectiveness of modeling compositional volatility, using German political party support and US income shares data as examples.

Featured in No. 62 on 21 Aug 2024 · on release day

Released
21 Aug 2024
First featured
No. 62 · 21 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
22
Identifier
RePEc:bla:socsci:v:105:y:2024:i:4:p:965-979

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page