Univariate Volatility Models comparison
In this first practical, we look at volatility models from the univariate perspective.
For attribution, please cite this work as
Katzke (2024, Oct. 12). Financial Econometrics Course: Univariate Volatility Modeling. Retrieved from https://www.fmx.nfkatzke.com/posts/2020-08-17-practical-6/
BibTeX citation
@misc{katzke2024univariate,
author = {Katzke, N.F.},
title = {Financial Econometrics Course: Univariate Volatility Modeling},
url = {https://www.fmx.nfkatzke.com/posts/2020-08-17-practical-6/},
year = {2024}
}