BL-GARCH models and asymmetries in volatility
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Publication:1766989
zbMath1056.62113MaRDI QIDQ1766989
Giuseppe Storti, Cosimo Damiano Vitale
Publication date: 3 March 2005
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)
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