Asymmetric volatility models with structural breaks (Q3168366)
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scientific article; zbMATH DE number 6100479
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymmetric volatility models with structural breaks |
scientific article; zbMATH DE number 6100479 |
Statements
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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0.791477620601654
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0.7899220585823059
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0.7785964012145996
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0.7621338963508606
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