Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact
| Year of publication: |
2011
|
|---|---|
| Authors: | Huang, Alex |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 37.2011, 3, p. 301-330
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Volatility modeling | Quadratic | Asymmetric | Threshold | GARCH |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925909