• 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
    19
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145165