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Typus
Verschleierung
Bearbeiter
Hindemith
Gesichtet
Yes
Untersuchte Arbeit:
Seite: 85, Zeilen: 12-15
Quelle: Zivot_2005
Seite(n): 1, Zeilen: 13-16
Popular parametric models for volatility include the ARCH-GARCH family (Engle (1982b)) and the stochastic volatility (SV) family (Clark (1973)). In these models volatility is usually extracted from daily squared returns, which are unbiased but noisy estimates of daily conditional volatility. Popular parametric models for latent volatility include the ARCH-GARCH family, the stochastic volatility family, and the Markov-switching family. In these models volatility is usually extracted from daily squared returns, which are unbiased but noisy estimates of daily conditional volatility.
Anmerkungen

Kein Quellenverweis vorhanden. Die eingebrachten Zitate scheinen auf Beispielliteratur zu verweisen, in denen diese Modelle angewendet wurden. Der zweite Satz wird noch einmal verwendet: Rh/Fragment 004 09

Sichter
(Hindemith), KnallErbse