Alternative asymmetric stochastic volatility models
Manabu Asai and Michael McAleer
| Year of publication: |
2011
|
|---|---|
| Authors: | Asai, Manabu ; McAleer, Michael |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 5, p. 548-564
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | USA | United States | 1999-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009130226