Volatility modeling with leverage effect under Laplace errors (Q1695695): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/jtse-2016-0019 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/JTSE-2016-0019 / rank | |||
Normal rank | |||
Latest revision as of 04:20, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility modeling with leverage effect under Laplace errors |
scientific article |
Statements
Volatility modeling with leverage effect under Laplace errors (English)
0 references
7 February 2018
0 references
GARCH-type models
0 references
volatility
0 references
financial returns
0 references
leverage effect
0 references
Laplace distribution
0 references
0 references
