Optimization in volatility estimation for imperfect financial markets: a GARCH modeling analysis
This study aims to enhance the accuracy of volatility estimation in imperfect financial markets, particularly during the COVID-19 pandemic and non-pandemic periods. It also examines the dynamic behavior of volatility, focusing on how market imperfections influence volatility, particularly during per...
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| Автори: | , , , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Taylor & Francis Group
2026-12-01
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| Серія: | Journal of Applied Economics |
| Предмети: | |
| Онлайн доступ: | https://www.tandfonline.com/doi/10.1080/15140326.2026.2656018 |
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