Treffer: An empirical application of improved gradient scaling for score-driven volatility filters.
Title:
An empirical application of improved gradient scaling for score-driven volatility filters.
Authors:
Blazsek, Szabolcs1 (AUTHOR) blazsek_s@mercer.edu, Johnson, Aspen Jordan1 (AUTHOR), Kobor, Adam2 (AUTHOR)
Source:
Applied Economics Letters. Dec2025, p1-4. 4p.
Database:
Business Source Ultimate