Estimation and econometric inference of financial market data
Basic data for this project
Type of project: Own resources project
Duration at the University of Münster: 01/01/2010 - 31/12/2019
Description
Keywords: Markov-switching GARCH modeling; dynamics of financial returns; volatility forecasting; density prediction for asset prices
Project management at the University of Münster
| Wilfling, Bernd |
Research associates from the University of Münster
| Reher, Gerrit | |
| Weigt, Till Sebastian | |
| Zaharieva, Martina |