A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets
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 of volatility modeling shows that the approaches of mo...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Chinese Fuzzy Systems Association
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/67540 |