مرکز منطقه ای اطلاع رساني علوم و فناوري - All in the family Nesting symmetric and asymmetric GARCH models

Title of article :

All in the family Nesting symmetric and asymmetric GARCH models

Author/Authors :

Ludger Hentschel، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

To page :

104

Keywords :

GARCH , Asymmetry , Heteroskedasticity , Variance , Volatility

Journal title :

Journal of Financial Economics

Serial Year :

1995

Journal title :

Journal of Financial Economics

Record number :

257188

Link To Document :