Jump to main content

yr 〜
yr

Search results 2

Asymmetry and Long Memory in Volatility Modelling

Asymmetry and Long Memory in Volatility Modelling
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-10KIER Discussion Paper726
Available onlineOther Libraries in Japan
  • Summary, etc....ew long memory asymmetric volatility model which captures more fle...
  • Subject HeadingAsymmetric volatility long memory realized volatili...

Fat Tails and Asymmetry in Financial Volatility Models

Fat Tails and Asymmetry in Financial Volatility Models
Paper文書・図像類
Verhoeven, Peter, Michael, McAleer日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-211
Other Libraries in Japan
  • Subject HeadingAsymmetric volatility Conditional non-normality Ske...

Reached to the end of result.

RSS