Volatility asymmetry in functional threshold GARCH model (Q5111779)
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scientific article; zbMATH DE number 7205082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility asymmetry in functional threshold GARCH model |
scientific article; zbMATH DE number 7205082 |
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Volatility asymmetry in functional threshold GARCH model (English)
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27 May 2020
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functional time series
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threshold GARCH
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asymmetry
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volatility
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news impact curve (NIC)
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