Para depositar en Docta Complutense, identifícate con tu correo @ucm.es en el SSO institucional: Haz clic en el desplegable de INICIO DE SESIÓN situado en la parte superior derecha de la pantalla. Introduce tu correo electrónico y tu contraseña de la UCM y haz clic en el botón MI CUENTA UCM, no autenticación con contraseña.
 

A Scientific Classification of Volatility Models

Loading...
Thumbnail Image

Official URL

Full text at PDC

Publication date

2009

Advisors (or tutors)

Editors

Journal Title

Journal ISSN

Volume Title

Publisher

Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
Citations
Google Scholar

Citation

Abstract

Modeling volatility, or “predictable changes” over time and space in a variable, is crucial in the natural and social sciences. Life can be volatile, and anything that matters, and which changes over time and space, involves volatility. Without volatility, many temporal and spatial variables would simply be constants. Our purpose is to propose a scientific classification of the alternative volatility models and approaches that are available in the literature, following the Linnaean taxonomy. This scientific classification is used because the literature has evolved as a living organism, with the birth of numerous new species of models.

Research Projects

Organizational Units

Journal Issue

Description

Massimiliano Caporin pertenece a la Università degli Studi di Padova, Dipartimento di Scienze Economiche “Marco Fanno”.

Unesco subjects

Keywords