The good, the bad, and the asymmetric : evidence from a new conditional density model
Andreï Kostyrka, Dmitry Malakhov
| Year of publication: |
2021
|
|---|---|
| Authors: | Kostyrka, Andreï ; Malakhov, Dmitry |
| Publisher: |
Luxembourg : University of Luxemborg, Faculty of Law, Economics and Finance |
| Subject: | GARCH | conditional density | leverage effect | jumps | bad volatility | good volatility | ARCH-Modell | ARCH model | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 42 Seiten) |
|---|---|
| Series: | Discussion paper. - Luxembourg : University of Luxemborg, Faculty of Law, Economics and Finance, ZDB-ID 3031473-2. - Vol. 2021, 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zugriff auf den Volltext nur auf Anfrage |
| Other identifiers: | hdl:10993/47435 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012542854