Measuring Volatility Dynamics
收藏NBER1995-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0173
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资源简介：
Recently there has been a great deal of interest in modeling volatility fluctuations. ARCH models, for example, provide parsimonious approximations to volatility dynamics. Here we provide a selective amount of certain aspects of conditional volatility modeling that are of particular relevance in
提供机构：
美国国家经济研究局
创建时间：
1995-02-01
