Mixed exponential power asymmetric conditional heteroskedasticity
Year of publication: |
21 Dec. 2007
|
---|---|
Other Persons: | Bouaddi, Mohammed (contributor) ; Rombouts, Jeroen V. K. (contributor) |
Publisher: |
Montréal (Québec) : HEC Montréal, Inst. d'Economie Appliqée |
Subject: | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1950-2006 |
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