Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10012616664
Persistent link: https://www.econbiz.de/10011585113
Persistent link: https://www.econbiz.de/10012006936
Persistent link: https://www.econbiz.de/10012125360
In this work we consider modeling the past volatilities through a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model using the Bayesian approach. Asymmetries in the shocks are accommodated by smooth transition models for the variance. We discuss problems related to the...
Persistent link: https://www.econbiz.de/10010330802
Persistent link: https://www.econbiz.de/10009629272
In this work we consider modeling the past volatilities through a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model using the Bayesian approach. Asymmetries in the shocks are accommodated by smooth transition models for the variance. We discuss problems related to the...
Persistent link: https://www.econbiz.de/10010230715
Persistent link: https://www.econbiz.de/10001715785
Persistent link: https://www.econbiz.de/10001512636
Persistent link: https://www.econbiz.de/10001489249