A New Asymmetric GARCH Model: Testing, Estimation and Application
Year of publication: |
2013-03-17
|
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Authors: | Hatemi-J, Abdulnasser |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | GARCH | Asymmetry | Modelling volatility | Hypothesis testing | World stock price index |
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