BL-GARCH models and asymmetries in volatility (Q1766989)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BL-GARCH models and asymmetries in volatility |
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Statements
BL-GARCH models and asymmetries in volatility (English)
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3 March 2005
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BL-GARCH
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leverage effect
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conditional heteroskedasticity
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financial time series
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