Approximating volatilities by asymmetric power GARCH functions (Q2810372)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximating volatilities by asymmetric power GARCH functions |
scientific article; zbMATH DE number 6588343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating volatilities by asymmetric power GARCH functions |
scientific article; zbMATH DE number 6588343 |
Statements
1 June 2016
0 references
autoregressive conditional heteroscedasticity
0 references
financial returns
0 references
least absolute deviation estimation
0 references
leverage effects
0 references
quasi-maximum likelihood estimation
0 references
Taylor effect
0 references
0 references
0 references
0 references
0 references
0 references
0 references
Approximating volatilities by asymmetric power GARCH functions (English)
0 references
