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

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Latest revision as of 04:20, 11 December 2024

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Volatility modeling with leverage effect under Laplace errors
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    Volatility modeling with leverage effect under Laplace errors (English)
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    7 February 2018
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    GARCH-type models
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    volatility
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    financial returns
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    leverage effect
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    Laplace distribution
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