Volatility modeling with leverage effect under Laplace errors (Q1695695): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Bayesian causal effects in quantiles: accounting for heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
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+.1515/JTSE-2016-0019
@@ Property / DOI: 10.1515/JTSE-2016-0019 / rank @@
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