The good, the bad, and the asymmetric : evidence from a new conditional density model

Andreï Kostyrka, Dmitry Malakhov

Year of publication:	2021
Authors:	Kostyrka, Andreï ; Malakhov, Dmitry
Publisher:	Luxembourg : University of Luxemborg, Faculty of Law, Economics and Finance
Subject:	GARCH \| conditional density \| leverage effect \| jumps \| bad volatility \| good volatility \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Optionspreistheorie \| Option pricing theory

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