Results for "stochastic volatility garch"
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from http://www.riskglossary.com/link/volatility_skew.htm Stochastic volatility models are a category of stochastic processes that have stochastic (random) second moments. Stated another way, they have random volatility or are conditionally heteroskedastic. "Stochastic volatility model" is a t...Tags: stochastic volatility garch
4698 days ago