Data cloning estimation for asymmetric stochastic volatility models (Q5861027)
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scientific article; zbMATH DE number 7484549
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| English | Data cloning estimation for asymmetric stochastic volatility models |
scientific article; zbMATH DE number 7484549 |
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Data cloning estimation for asymmetric stochastic volatility models (English)
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4 March 2022
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asymmetric volatility
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data cloning
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non-Gaussian nonlinear time series models
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skewed and heavy-tailed distributions
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0.7882936000823975
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0.7745434641838074
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0.7726147770881653
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0.7661215662956238
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