BL-GARCH models and asymmetries in volatility (Q1766989)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: BL-GARCH models and asymmetries in volatility |
scientific article; zbMATH DE number 2140469
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BL-GARCH models and asymmetries in volatility |
scientific article; zbMATH DE number 2140469 |
Statements
BL-GARCH models and asymmetries in volatility (English)
0 references
3 March 2005
0 references
BL-GARCH
0 references
leverage effect
0 references
conditional heteroskedasticity
0 references
financial time series
0 references
0.8402962684631348
0 references
0.8364618420600891
0 references
0.8358631134033203
0 references
0.8256386518478394
0 references
0.788780152797699
0 references
