GARCH-type Models with Generalized Secant Hyperbolic Innovations
Year of publication: |
2007
|
---|---|
Authors: | Palmitesta, Paola ; Provasi, Corrado |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 8.2007, 2, p. 1212-1212
|
Publisher: |
Berkeley Electronic Press |
Subject: | generalized secant hyperbolic distribution | time series returns | asymmetric power ARCH (APARCH) model |
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