Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outliers and misleading leverage effect in asymmetric GARCH-type models |
scientific article |
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Outliers and misleading leverage effect in asymmetric GARCH-type models (English)
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19 April 2023
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AVGARCH
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conditional heteroscedasticity
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QMLE
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robust estimators
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TGARCH
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