APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH...

Australian & New Zealand Journal of Statistics 2009 Vol. 51; Iss. 2

APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS

Jeremy Penzer, Mingjin Wang, Qiwei Yao
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Volume:
51
Year:
2009
Language:
english
Pages:
25
DOI:
10.1111/j.1467-842x.2009.00542.x
File:
PDF, 311 KB
english, 2009
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