Approximating volatilities by asymmetric power GARCH function

Jeremy Penzer; Mingjin Wang; Qiwei Yao

Year of publication:	Apr. 2004 ; [Elektronische Ressource]
Other Persons:	Penzer, Jeremy (contributor) ; Wang, Mingjin (contributor) ; Yao, Qiwei (contributor)
Institutions:	London School of Economics and Political Science (contributor)
Publisher:	London : LSE
Subject:	ARCH-Modell \| ARCH model \| Volatilität \| Volatility

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