A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973)
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scientific article; zbMATH DE number 2140456
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A nonlinear time series approach to modelling asymmetry in stock market indexes |
scientific article; zbMATH DE number 2140456 |
Statements
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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0.8270329833030701
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0.7866838574409485
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0.768822431564331
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0.7683480381965637
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0.7639670968055725
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