Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941)
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scientific article; zbMATH DE number 6431023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting volatility persistence in GARCH models in the presence of the leverage effect |
scientific article; zbMATH DE number 6431023 |
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Detecting volatility persistence in GARCH models in the presence of the leverage effect (English)
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27 April 2015
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quantitative finance
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quantitative finance techniques
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exchange rates
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financial applications
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