Approximating volatilities by asymmetric power GARCH functions (Q2810372)
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scientific article; zbMATH DE number 6588343
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| English | Approximating volatilities by asymmetric power GARCH functions |
scientific article; zbMATH DE number 6588343 |
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1 June 2016
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autoregressive conditional heteroscedasticity
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financial returns
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least absolute deviation estimation
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leverage effects
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quasi-maximum likelihood estimation
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Taylor effect
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Approximating volatilities by asymmetric power GARCH functions (English)
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0.8077085018157959
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0.8000902533531189
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0.7958154082298279
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0.790513813495636
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0.7888214588165283
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