Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (Q5881616)
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scientific article; zbMATH DE number 7662252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions |
scientific article; zbMATH DE number 7662252 |
Statements
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (English)
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13 March 2023
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