Data cloning estimation for asymmetric stochastic volatility models (Q5861027)
From MaRDI portal
scientific article; zbMATH DE number 7484549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data cloning estimation for asymmetric stochastic volatility models |
scientific article; zbMATH DE number 7484549 |
Statements
Data cloning estimation for asymmetric stochastic volatility models (English)
0 references
4 March 2022
0 references
asymmetric volatility
0 references
data cloning
0 references
non-Gaussian nonlinear time series models
0 references
skewed and heavy-tailed distributions
0 references
