Asymmetric Volatility Models with Structural Breaks (Q3168366)
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scientific article; zbMATH DE number 6100479
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| English | Asymmetric Volatility Models with Structural Breaks |
scientific article; zbMATH DE number 6100479 |
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Asymmetric Volatility Models with Structural Breaks (English)
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30 October 2012
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asymmetry
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GARCH model
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Gibbs sampling, MCMC
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news impact
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structural break
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volatility
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