A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear time series approach to modelling asymmetry in stock market indexes |
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A nonlinear time series approach to modelling asymmetry in stock market indexes (English)
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3 March 2005
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constrained changing parameters volatility model
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TAR
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leverage effect
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EM algorithm
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