Volatility modeling with leverage effect under laplace errors
Year of publication: |
Jan 2018
|
---|---|
Authors: | Jiang, Zhengjun ; Xia, Weixuan |
Subject: | GARCH-type models | volatility | financial returns | leverage effect | Laplace distribution | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Theorie | Theory | Finanzmarkt | Financial market | Kapitalstruktur | Capital structure | Statistische Verteilung | Statistical distribution |
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