Comparison of nonnested asymmetric heteroskedastic models (Q1010561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of nonnested asymmetric heteroskedastic models |
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Comparison of nonnested asymmetric heteroskedastic models (English)
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6 April 2009
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asymmetric volatility model
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GJR-GARCH model
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double threshold GARCH models
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leverage effect
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Markov chain Monte Carlo method
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reversible jump
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