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pro vyhledávání: '"John Guyomey"'
Autor:
John Guyomey, Andrey Zaitsev
Publikováno v:
Sustainable Development and Engineering Economics, Vol 8, Iss 2, Pp 8-22 (2023)
Measurement and forecasting of volatility and income correlation are achieved by non-parametric methods using high-frequency price data. Due to accurate calculations of conditional volatility and correlation forecasting, it is possible to correctly i
Externí odkaz:
https://doaj.org/article/9e1c6c9139ce4b95b63effa5328ed0d0
