Volatility modeling with leverage effect under Laplace errors (Q1695695)
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scientific article; zbMATH DE number 6835948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility modeling with leverage effect under Laplace errors |
scientific article; zbMATH DE number 6835948 |
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Volatility modeling with leverage effect under Laplace errors (English)
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7 February 2018
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GARCH-type models
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volatility
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financial returns
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leverage effect
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Laplace distribution
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