Data cloning estimation for asymmetric stochastic volatility models
P. de Zea Bermudez, J. Miguel Marín, and Helena Veiga
| Year of publication: |
2020
|
|---|---|
| Authors: | Bermudez, P. de Zea ; Marín, J. Miguel ; Veiga, Helena |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 10, p. 1057-1074
|
| Subject: | Asymmetric volatility | data cloning | non-Gaussian nonlinear time series models | skewed and heavy-tailed distributions | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1770997 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406209