Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH
2005 ◽
Vol 08
(04)
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pp. 637-657
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2000 ◽
Vol 20
(8)
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pp. 717-751
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2004 ◽
Vol 72
(2)
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pp. 217-257
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Keyword(s):
2016 ◽
Vol 22
(3)
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pp. 654-665
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Keyword(s):