Mixed exponential power asymmetric conditional heteroskedasticity

Jeroen V. K. Rombouts; Mohammed Bouaddi

Year of publication:	2009
Authors:	Rombouts, Jeroen V. K. ; Bouaddi, Mohammed
Published in:	Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 13.2009, 3, p. 1-30
Subject:	ARCH-Modell \| ARCH model \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis

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