Asymmetric Volatility Models with Structural Breaks (Q3168366)

From MaRDI portal
Revision as of 19:30, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Asymmetric Volatility Models with Structural Breaks
scientific article

    Statements

    title
    Asymmetric Volatility Models with Structural Breaks (English)
    0 references
    author
    Neelabh Rohan
    0 references
    T. V. Ramanathan
    0 references
    publication date
    30 October 2012
    0 references
    zbMATH Keywords
    asymmetry
    0 references
    GARCH model
    0 references
    Gibbs sampling, MCMC
    0 references
    news impact
    0 references
    structural break
    0 references
    volatility
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B84
    0 references
    91B82
    0 references
    62F15
    0 references
    91G70
    0 references
    zbMATH DE Number
    6100479
    0 references
    OpenAlex ID
    W1994126278
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3168366&oldid=35305450"
    Powered by MediaWiki