A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets
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DOI: 10.1007/s40815-017-0298-x
Abstract: Volatility modeling is crucial for risk management and asset allocation; this is an influential area in financial econometrics. The central requirement of volatility modeling is to be able to forecast volatility accurately. The literature review… read more here.
Keywords: risk management; volatility; volatility modeling; multivariate volatility ... See more keywords