Volatility modeling with leverage effect under Laplace errors (Q1695695)
From MaRDI portal
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
