مرکز منطقه ای اطلاع رساني علوم و فناوري - An analysis of the flexibility of Asymmetric Power GARCH models

Title of article :

An analysis of the flexibility of Asymmetric Power GARCH models

Author/Authors :

Thierry Ané، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1293

To page :

1311

Keywords :

Power GARCH , Value-at-Risk , Volatility , Stock market

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

145165

Link To Document :